Efficient empirical Bayes estimates for risk parameters of Pareto distributions
From MaRDI portal
Publication:5079891
DOI10.1080/03610926.2020.1766501OpenAlexW3026519975MaRDI QIDQ5079891
Xiao-song Chen, Yongmei du, Zhouping Li
Publication date: 30 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1766501
empirical Bayesshrinkage estimatorasymptotic optimalityPareto distributionStein's unbiased risk estimate (SURE)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Estimating the shape parameter of a Pareto distribution under restrictions
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance
- A LAN based Neyman smooth test for Pareto distributions
- Bayesian inference for Pareto populations
- Local polynomial maximum likelihood estimation for Pareto-type distributions.
- Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling
- Maximum likelihood estimation of extreme value index for irregular cases
- General maximum likelihood empirical Bayes estimation of normal means
- Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
- SURE estimates under dependence and heteroscedasticity
- Tweedie’s Formula and Selection Bias
- Bayesian Estimation and Prediction for Pareto Data
- Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data
- SURE Estimates for a Heteroscedastic Hierarchical Model
- Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
- A New Class of Bayesian Estimators in Paretian Excess-of-Loss Reinsurance
- On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation
This page was built for publication: Efficient empirical Bayes estimates for risk parameters of Pareto distributions
