Estimation of a quantile in a mixture model of exponential distributions with unknown location and scale parameter
نویسنده
چکیده
Estimation of a quantile in a mixture model of exponential distributions is considered. For quadratic loss and specified extreme quantiles, better estimators than the best affine equivariant procedure are established. In particular, improved estimators for a quantile of an Exponential-Inverse Gaussian distribution and the multivariate Lomax distribution with unknown location and scale parameters are derived. AMS 2000 subject classifications: 62C99, 62F10, 62H12
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