Estimating moments of a selected Pareto population under asymmetric scale invariant loss function

DOI10.1007/S00362-016-0758-7MaRDI QIDQ1706468zbMATH OpenOpenAlexFDO

Authors Riyadh R. Al-Mosawi, Shahjahan Khan

Publication date 22 March 2018

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-016-0758-7

zbMATH Keywords

Pareto distributionadmissibilityBrewster-Zidek techniqueestimation following selectionrisk-unbiasedness

Mathematics Subject Classification ID

Point estimation (62F10) Statistical ranking and selection procedures (62F07) Admissibility in statistical decision theory (62C15)

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Cites work

• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• A General Concept of Unbiasedness
• A note on unbiased estimation following selection
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• Bootstrap corrections of treatment effect estimates following selection
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• Estimating parameters of a selected Pareto population
• Estimating the shape parameter of a Pareto distribution under restrictions
• Estimation after selection from exponential populations with unequal scale parameters
• Estimation after selection from gamma populations with unequal known shape parameters
• Estimation of the parameter of the selected uniform population under the entropy loss function
• Estimation of the scale parameter of the selected gamma population under the entropy loss function
• Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables
• Extension of a Two-Stage Conditionally Unbiased Estimator of the Selected Population to the Bivariate Normal Case
• Impartial Decision Rules and Sufficient Statistics
• Improving on equivariant estimators
• ON ESTIMATION FOLLOWING SELECTION FROM NONREGULAR DISTRIBUTIONS
• Observed Data Based Estimator and Both Observed Data and Prior Information Based Estimator Under Asymmetric Losses
• On a Theorem of Bahadur and Goodman
• On estimating the mean of the selected normal population under the LINEX loss function
• On estimating the scale parameter of the selected gamma population under the scale invariant squared error loss function
• On estimation following selection with applications on \(k\)-records and censored data
• On some inadmissibility results for the scale parameters of selected gamma populations
• Optimal rules and robust Bayes estimation of a gamma scale parameter
• Reliability estimation of the selected exponential populations
• Simultaneous estimation of Poisson means of the selected subset

Cited in

(4)

• Estimating the parameter of selected uniform population under the squared log error loss function
• Estimating parameters of a selected Pareto population
• Estimating a function of scale parameter of an exponential population with unknown location under general loss function
• Admissible and minimax estimation of the parameter of the selected Pareto population under squared log error loss function

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