Efficient empirical Bayes estimates for risk parameters of Pareto distributions (Q5079891): Difference between revisions

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+Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling
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+Q5245829
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+Bayesian inference for Pareto populations
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+Bayesian Estimation and Prediction for Pareto Data
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+Local polynomial maximum likelihood estimation for Pareto-type distributions.
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+Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data
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+Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
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+Tweedie’s Formula and Selection Bias
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+A LAN based Neyman smooth test for Pareto distributions
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+General maximum likelihood empirical Bayes estimation of normal means
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+Q4315010
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+Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
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+SURE estimates under dependence and heteroscedasticity
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+Maximum likelihood estimation of extreme value index for irregular cases
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+A New Class of Bayesian Estimators in Paretian Excess-of-Loss Reinsurance
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+Estimating the shape parameter of a Pareto distribution under restrictions
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+On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation
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+SURE Estimates for a Heteroscedastic Hierarchical Model
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+Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance
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