On optimal linear equivariant estimation under progressive censoring

被引：3

作者：

Burkschat, M. ^{[1
]}

机构：

[1] Rhein Westfal TH Aachen, Inst Stat, Aachen, Germany

来源：

STATISTICS | 2008年 / 42卷 / 05期

关键词：

progressive censoring; optimal censoring scheme; best linear invariant estimator; mean squared error matrix; Pareto distribution; uniform distribution;

D O I：

10.1080/02331880801980351

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider best linear equivariant estimation in a particular location-scale family based on several progressively type II censored samples. The censoring schemes that minimize the mean squared error matrix of the estimators with respect to the Lowner ordering are obtained. Uniqueness of the schemes, which minimize the smallest and the largest eigenvalue of the matrix is shown under some condition.

引用

页码：383 / 392

页数：10

共 13 条

[1] The use of spacings in the estimation of a scale parameter [J].