Robust estimation based on spacings in weighted exponential models
Volume 34 / 2007
Applicationes Mathematicae 34 (2007), 405-411
MSC: 60E15, 62F10, 62F35, 62N02.
DOI: 10.4064/am34-4-4
Abstract
Using Zieli/nski's (1977, 1983) formalization of robustness B/la/zej (2007) obtained uniformly most bias-robust estimates (UMBREs) of the scale parameter for some statistical models (including the exponential model), in a class of linear functions of order statistics, when violations of the models are generated by weight functions. In this paper the UMBRE of the scale parameter, based on spacings, in two weighted exponential models is derived. Extensions of results of Bartoszewicz (1986, 1987) are given.
