Improved estimators for parameters of a Pareto distribution with a restricted scale

DOI10.1016/j.stamet.2013.09.004zbMath1486.62076OpenAlexW2091796981MaRDI QIDQ1731192

Yogesh Mani Tripathi, Somesh Kumar, Constantinos Petropoulos

Publication date: 13 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2013.09.004

zbMATH Keywords

scale invariancegeneralized Bayes estimatorintegral expression of risk differencerestricted maximum likelihood estimatorStein-type estimator

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian inference (62F15)

Related Items (4)

Estimating the shape parameter of a Pareto distribution under restrictions ⋮ A note on estimation of a shape parameter in a Pareto distribution ⋮ Classes of improved estimators for parameters of a Pareto distribution ⋮ A review of more than one hundred Pareto-tail index estimators

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