A Class of Improved Estimators for the Scale Parameter of a Mixture Model of Exponential Distribution with Unknown Location

References

• Al-Mutairi , D. K. ( 1997 ). Properties of an inverse Gaussian mixture of bivariate exponential distribution and its generalization . Statist. Probab. Lett. 33 : 359 – 365 .
   Google Scholar
• Arnold , B. C. ( 1970 ). Inadmissibility of the usual scale estimate for a shifted exponential distribution . J. Amer. Statist. Assoc. 65 : 1260 – 1264 .
   Web of Science ®Google Scholar
• Bhattacharya , S. K. , Kumar , S. ( 1986 ). E-IG model in life testing . Calc. Statist. Assoc. Bull. 35 : 85 – 90 .
   Google Scholar
• Brewster , J. F. ( 1974 ). Alternative estimators for the scale parameter of the exponential distribution with unknown location . Ann. Statist. 2 : 553 – 557 .
   Web of Science ®Google Scholar
• Brewster , J. F. , Zidek , J. V. (1974). Improving on equivariant estimators. Ann. Statist. 2:21–38.
   Web of Science ®Google Scholar
• Frangos , N. E. , Karlis , D. ( 2004 ). Modelling losses using an exponential-inverse Gaussian distribution . Insur. Math. Econ. 35 : 53 – 67 .
   Web of Science ®Google Scholar
• Hesselager , O. , Wang , S. , Willmot , G. E. ( 1998 ). Exponential and scale mixtures and equilibrium distributions . Scand. Actuarial J. 2 : 125 – 142 .
   Google Scholar
• Lehmann , E. L. ( 1986 ). Testing Statistical Hypotheses. , 2nd ed. New York : J. Wiley & Sons .
   Google Scholar
• Lindley , D. V. , Singpurwalla , N. D. ( 1986 ). Multivariate distributions for the life lengths of components of a system sharing a common environment . J. Appl. Probab. 23 : 418 – 431 .
   Web of Science ®Google Scholar
• Madi , M. T. , Tsui , K. W. ( 1990 ). Estimation of the common scale of several shifted exponential distributions with unknown locations . Commun. Statist. Theor. Meth. 19 : 2295 – 2313 .
   Web of Science ®Google Scholar
• Maruyama , Y. ( 1998 ). Minimax estimators of a normal variance . Metrika 48 : 209 – 214 .
   Web of Science ®Google Scholar
• Nayak , T. K. ( 1987 ). Multivariate Lomax distribution: properties and usefulness in reliability theory . J. Appl. Probab. 24 : 170 – 177 .
   Web of Science ®Google Scholar
• Petropoulos , C. , Kourouklis , S. ( 2002 ). A class of improved estimators for the scale parameter of an exponential distribution with unknown location . Commun. Statist. Theor. Meth. 31 : 325 – 335 .
   Web of Science ®Google Scholar
• Petropoulos , C. , Kourouklis , S. ( 2005 ). Estimation of a scale parameter in mixture models with unknown location . J. Statist. Plann. Infer. 128 : 191 – 218 .
   Web of Science ®Google Scholar
• Roy , D. ( 1989 ). A characterization of Gumbel's bivariate exponential and Lindley and Singpurwalla's bivariate Lomax distributions . J. Appl. Probab. 26 : 886 – 891 .
   Web of Science ®Google Scholar
• Roy , D. , Gupta , R. P. ( 1996 ). Bivariate extension of Lomax and finite range distributions through characterization approach . J. Multivariate Anal. 59 : 22 – 33 .
   Web of Science ®Google Scholar
• Seshadri , V. ( 1993 ). The Inverse Gaussian Distribution: A Case Study in Exponential Families . Oxford : Oxford Science Publications .
   Google Scholar
• Stein , C. ( 1964 ). Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean . Ann. Inst. Statist. Math. 16 : 155 – 160 .
   Web of Science ®Google Scholar
• Whitmore , G. A. , Lee , M. L. T. ( 1991 ). A multivariate survival distribution generated by an inverse Gaussian mixture of exponentials . Technometrics 33 : 39 – 50 .
   Web of Science ®Google Scholar
• Zidek , J. V. ( 1973 ). Estimating the scale parameter of the exponential distribution with unknown location . Ann. Statist. 1 : 264 – 278 .
   Web of Science ®Google Scholar