Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10327850 | Computational Statistics & Data Analysis | 2005 | 19 Pages |
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.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Paul Chiou, Weiwen Miao,