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A note on the equivariant estimation of an exponential scale using progressively censored data. (English) Zbl 1185.62047

Summary: We consider the problem of estimating the scale parameter \(\theta \) of the shifted exponential distribution with unknown location based on a type II progressively censored sample. Under a large class of bowl-shaped loss functions, a smooth estimator, that dominates the minimum risk equivariant estimator of \(\theta \), is proposed. A numerical study is performed and shows that the improved estimator yields significant risk reduction over the minimum risk estimator (MRE).

MSC:

62F10 Point estimation
62N01 Censored data models
65C60 Computational problems in statistics (MSC2010)
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References:

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