Parameter estimation of the Pareto distribution using a pivotal quantity

DOI10.1016/J.JKSS.2017.01.004MaRDI QIDQ2398413zbMATH OpenOpenAlexFDO

Authors Sanghyun Ahn, Soohan Ahn, Joseph H. T. Kim

Publication date 16 August 2017

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2017.01.004

zbMATH Keywords

parameter estimationPareto distributionrobust estimationweighted linear regression

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

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Cites work

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• scientific article; zbMATH DE number 1082202 (Why is no real title available?)
• Bayesian Estimation and Prediction for Pareto Data
• Bayesian prediction of order statistics with fixed and random sample sizes based on \(k\)-record values from Pareto distribution
• Entropy-based goodness-of-fit tests for the Pareto I distribution
• Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data
• Large-sample quantile estimation in pareto laws
• On estimation for the Pareto distribution
• Order Statistics
• Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
• Small sample performance of robust estimators of tail parameters for pareto and exponential models
• Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics

Cited in

(13)

• Estimation of Pareto distribution parameters under a \(q\)-symmetric entropy loss function
• A Note on Minimum Risk Point Estimation of the Shape Parameter of a Pareto Distribution
• scientific article; zbMATH DE number 7103290 (Why is no real title available?)
• scientific article; zbMATH DE number 702416 (Why is no real title available?)
• Estimation of the Quantiles of PARETO'S Distribution
• Resampling ratios of order statistics (RROS)
• scientific article; zbMATH DE number 6161621 (Why is no real title available?)
• scientific article; zbMATH DE number 2058079 (Why is no real title available?)
• Prediction methods for future failure times based on type-II right-censored samples from new Pareto-type distribution
• A robust and efficient estimator for the tail index of inverse Pareto distribution
• Estimation of the pareto shape parameter
• Restricted minimum volume confidence region for Pareto distribution
• scientific article; zbMATH DE number 7468479 (Why is no real title available?)

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