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Estimating a scale parameter under censorship

 

作者: L. Gajek,   U. Gather,  

 

期刊: Statistics  (Taylor Available online 1991)
卷期: Volume 22, issue 4  

页码: 529-549

 

ISSN:0233-1888

 

年代: 1991

 

DOI:10.1080/02331889108802334

 

出版商: Akademie-Verlag

 

关键词: Censoring;scale-estimation;weighted MSE;admissibility;minimaxity;small sample comparisons

 

数据来源: Taylor

 

摘要:

In this paper the problem of estimating a power of the parameler under normalized squared error is shown that under the presence of Type 1 censoring a trivial estimator not depending on the sample can be both minimax and admissible. This contrasts with the case of a Type II censoring model where this anomaly does not occur. Some possible treatments of the problem are discussed

 

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