Using Zieliński's (1977, 1983) formalization of robustness Błażej (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.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am34-4-4,
author = {Pawe\l\ B\l a\.zej and Jaros\l aw Bartoszewicz},
title = {Robust estimation based on spacings in weighted exponential models},
journal = {Applicationes Mathematicae},
volume = {34},
year = {2007},
pages = {405-411},
zbl = {1218.62018},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am34-4-4}
}
Paweł Błażej; Jarosław Bartoszewicz. Robust estimation based on spacings in weighted exponential models. Applicationes Mathematicae, Tome 34 (2007) pp. 405-411. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am34-4-4/