Bayes estimation of shape parameter of classical pareto distribution under livex loss function

DOI10.1080/03610929608831889MaRDI QIDQ3125805zbMATH OpenOpenAlexFDO

Authors

Publication date 17 February 1998

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929608831889

zbMATH Keywords

Bayes estimatorconjugate priorLewin's priorLINEX loss functionPareto distributionpower-gamma distributionrisk efficiency

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Point estimation (62F10) Bayesian inference (62F15)

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Cites work

• A simple general approach to inference about the tail of a distribution
• Bayesian inference for Pareto populations
• scientific article; zbMATH DE number 3513162 (Why is no real title available?)
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• On the admissibility of c[Xbar] + d with respect to the linex loss function

Cited in

(25)

• Geometrical properties of Pareto distribution.
• Change of measure technique in characterizations of the gamma and Kummer distributions
• Empirical Bayes inference for the Weibull model
• Bayesian estimation for the Pareto income distribution under asymmetric LINEX loss function
• Bayes estimation of shape parameters of Lomax distributions under different loss functions
• Bayesian Estimation for the Exponentiated Weibull Model
• Bayesian estimation for the Pareto parameters using quasi-likelihood function
• Inadmissibility of the Usual Estimate for the Shape Parameter of the Pareto Distribution
• Bayesian estimation of the shape parameter and reliability of generalized Pareto distribution using precautionary loss function with censoring
• Shrinkage Testimators for the Shape Parameter of Pareto Distribution Using LINEX Loss Function
• Bayesian estimation of the shape parameter of finite range distribution using linex loss function with type II censoring
• Bayesian estimation of the shape parameter of Pareto distribution under precautionary loss function with censoring
• Bayesian estimation of the shape parameter of a generalized Pareto distribution under asymmetric loss functions
• LINEX AND QUADRATIC APPROXIMATE BAYES ESTIMATORS APPLIED TO THE PARETO MODEL
• Bayesian estimation of the shape parameters of Pareto distribution using linex loss function with type II censoring
• The E-Bayesian and hierarchical Bayesian estimations of Pareto distribution parameter under different loss functions
• Estimation of the shape parameter of a Pareto distribution
• scientific article; zbMATH DE number 2200833 (Why is no real title available?)
• Minimax estimation of the parameter of the Pareto distribution under quadratic and MLINEX loss functions
• Comparison of two risk functions using the Pareto distribution
• A New Class of Bayesian Estimators in Paretian Excess-of-Loss Reinsurance
• Minimax estimation of the parameter of Pareto distribution with gamma posterior density family
• On parameter estimation using double-linex loss function
• Some results on Bayes estimation under Linex loss function
• Bayesian estimation using (Linex) for generalized power function distribution

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