A Class of Improved Estimators for the Scale Parameter of a Mixture Model of Exponential Distribution with Unknown Location
Author: Constantinos Petropoulosa
| Affiliation: |
a Department of Mathematics, University of Patras, Patras, Greece |
DOI: 10.1080/03610920903205198
Publication Frequency: 20 issues per year
Formats available: HTML (English) : PDF (English)
Previously published as: Communications in Statistics (0090-3272) until 1976
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Abstract
Under Stein's loss, a class of improved estimators for the scale parameter of a mixture of exponential distribution with unknown location is constructed. The method is analogous to Maruyama's (1998) construction for the variance of a normal distribution and also an extension of the result produced in Petropoulos and Kourouklis (2002). Also, robustness properties are considered. |
| Keywords: Brewster's and Zidek's estimator of a scale parameter; Decision theory; Exponential-inverse Gaussian distribution; Mixture of exponential distributions; Multivariate Lomax distribution; Stein's estimator of a scale parameter |
| Mathematics Subject Classification: 62C99; 62F10; 62H12 |
Communications in Statistics - Theory and Methods, Volume 39, Issue 17 January 2010 , pages 3153 - 3162 
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