Estimation of the shape parameter of a Pareto distribution

DOI10.1080/03610926.2017.1376088MaRDI QIDQ5154092zbMATH OpenOpenAlexFDO

Authors Yogesh Mani Tripathi, Constantinos Petropoulos

Publication date 1 October 2021

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

Full work available at URL https://doi.org/10.1080/03610926.2017.1376088

zbMATH Keywords

improved estimatorsintegral expression of risk differencescale invariance

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Point estimation (62F10)

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Cites work

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• Shrinkage Testimators for the Shape Parameter of Pareto Distribution Using LINEX Loss Function
• Testing Statistical Hypotheses

Cited in

(31)

• On robust estimation of the common scale parameter of several Pareto distributions
• Estimating moments of a selected Pareto population under asymmetric scale invariant loss function
• Improved estimators for parameters of a Pareto distribution with a restricted scale
• Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling
• Minimax estimation of the common variance and precision of two normal populations with ordered restricted means
• Parameter estimation of the Pareto distribution using a pivotal quantity
• Estimating the shape parameter of a Pareto distribution under restrictions
• Parameter estimation for the double Pareto distribution
• Two different shrinkage estimator classes for the shape parameter of classical Pareto distribution
• Bayes estimation of shape parameter of classical pareto distribution under livex loss function
• scientific article; zbMATH DE number 6907557 (Why is no real title available?)
• Inadmissibility of the Usual Estimate for the Shape Parameter of the Pareto Distribution
• A Note on Minimum Risk Point Estimation of the Shape Parameter of a Pareto Distribution
• Improved Estimation of the Pareto Location Parameter Under Squared Error Loss
• Estimation of the scale parameter of a Pareto distribution using prior information
• Estimation of Order Restricted Scale Parameters of Two Pareto Distributions
• scientific article; zbMATH DE number 176095 (Why is no real title available?)
• Estimation of the Pareto Parameter Under Entropy Loss
• Estimation of the parameters in a Pareto distribution by jackknife and bootstrap method
• scientific article; zbMATH DE number 1106829 (Why is no real title available?)
• Estimation of the pareto shape parameter
• A Simple Estimator for the Shape Parameter of the Pareto Distribution with Economics and Medical Applications
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• A note on estimation of a shape parameter in a Pareto distribution
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• scientific article; zbMATH DE number 7103290 (Why is no real title available?)
• Optimal estimation for the Pareto distribution
• A New Class of Bayesian Estimators in Paretian Excess-of-Loss Reinsurance

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