Article ID Journal Published Year Pages File Type
1145060 Journal of the Korean Statistical Society 2009 6 Pages PDF
Abstract
In this paper, we consider the exponential model and obtain the minimum risk equivariant estimator of the unknown parameter based on record values. Bayes and empirical Bayes estimators are derived for the parameter of the exponential model. The admissibility and inadmissibility of a class of linear estimators of the form cXU(n)+d are studied, where XU(n) is the nth upper record.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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