A comparison of estimation techniques for the three parameter pareto distribution

DOI10.1080/03610918808812731MaRDI QIDQ3471396zbMATH OpenOpenAlexFDO

Authors Dennis J. Charek, Albert H. Moore, Joseph W. Coleman

Publication date 1988

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918808812731

zbMATH Keywords

Anderson-Darling distancebest linear unbiased estimationCramer-von Mises distanceempirical distribution functionKolmogorov distanceminimum distance estimationMonte Carlo techniqueorder statisticsPareto distribution

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• Estimation by the minimum distance method
• Estimation of the Location and Scale Parameters of a Pareto Distribution by Linear Functions of Order Statistics
• The generalized Pareto law as a model for progressively censored survival data
• The Minimum Distance Method
• The Pareto Distribution as a Queue Service Discipline

Cited in

(5)

• A note on weighted moments estimators of the parameters for threeparameter Pareto distribution with known shape parameter
• Comparisons of methods of estimation for a pareto distribution of the first kind
• Pareto Regression: A Bayesian Analysis
• A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution
• Estimating parameters of a selected Pareto population

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