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Shrinkage estimation for the difference between exponential guarantee time parameters
- Source :
-
Computational Statistics & Data Analysis . Mar2005, Vol. 48 Issue 3, p489-507. 19p. - Publication Year :
- 2005
-
Abstract
- This paper studies the shrinkage estimation for the difference between location parameters of exponential distributions when it is suspected but uncertain whether the two parameters are equal. A pre-test estimator and a shrinkage estimator after pre-test are proposed. Both the suboptimal levels of significance for the pre-test estimator in a special case and suboptimal values of shrinkage coefficients for the shrinkage estimator are obtained based on a regret function. [Copyright &y& Elsevier]
- Subjects :
- *PAPER
*FIBERS
*WRITING materials & instruments
*ART materials
Subjects
Details
- Language :
- English
- ISSN :
- 01679473
- Volume :
- 48
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Computational Statistics & Data Analysis
- Publication Type :
- Periodical
- Accession number :
- 15826121
- Full Text :
- https://doi.org/10.1016/j.csda.2004.02.007