A Class of Improved Estimators for the Scale Parameter of a Mixture Model of Exponential Distribution with Unknown Location

Under Stein's loss, a class of improved estimators for the scale parameter of a mixture of exponential distribution with unknown location is constructed. The method is analogous to Maruyama's (1998 Maruyama , Y. ( 1998 ). Minimax estimators of a normal variance . Metrika 48 : 209 – 214 .[Crossref], [Web of Science ®] , [Google Scholar]) construction for the variance of a normal distribution and also an extension of the result produced in Petropoulos and Kourouklis (2002 Petropoulos , C. , Kourouklis , S. ( 2002 ). A class of improved estimators for the scale parameter of an exponential distribution with unknown location . Commun. Statist. Theor. Meth. 31 : 325 – 335 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]). Also, robustness properties are considered.