Interval shrinkage estimation of the parameter of exponential distribution in the presence of outliers under loss functions

Parviz Nasiri

In this paper, we studied estimators based on an interval shrinkage with equal weights point shrinkage estimators for all individual target points ¯θ ∈ (θ0,θ1) for exponentially distributed observations in the presence of outliers drawn from a uniform distribution. Estimators obtained from both shrinkage and interval shrinkage were compared, showing that the estimators obtained via the interval shrinkage method perform better. Symmetric and asymmetric loss functions were also used to calculate the estimators. Finally, a numerical study and illustrative examples were provided to describe the results.

MoreLess

Year of publication:	2022
Authors:	Nasiri, Parviz
Published in:	Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland. - Warszawa : GUS, ISSN 2450-0291, ZDB-ID 2235641-1. - Vol. 23.2022, 3, p. 65-78
Subject:	interval information \| mean square error \| shrinkage estimator \| exponential distribution \| uniform distribution \| outliers \| Linex loss function \| Schätztheorie \| Estimation theory \| Statistische Verteilung \| Statistical distribution