Parameter estimation of the Pareto distribution using a pivotal quantity

DOI10.1016/J.JKSS.2017.01.004zbMATH Open1368.62052OpenAlexW2587668498MaRDI QIDQ2398413FDOQ2398413

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

Recommendations

• scientific article; zbMATH DE number 2058079
• scientific article; zbMATH DE number 2154440
• Optimal estimation for the Pareto distribution
• On robust estimation of the common scale parameter of several Pareto distributions
• Estimation of the shape parameter of a Pareto distribution

zbMATH Keywords

parameter estimationPareto distributionrobust estimationweighted linear regression

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Order Statistics
• Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
• Title not available (Why is that?)
• Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
• Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data
• Entropy-based goodness-of-fit tests for the Pareto I distribution
• Bayesian Estimation and Prediction for Pareto Data
• Large-sample quantile estimation in pareto laws
• On estimation for the Pareto distribution
• Small sample performance of robust estimators of tail parameters for pareto and exponential models
• Bayesian prediction of order statistics with fixed and random sample sizes based onk-record values from Pareto distribution

Cited In (11)

• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation of the Quantiles of PARETO'S Distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• Prediction methods for future failure times based on type-II right-censored samples from new Pareto-type distribution
• Estimation of the pareto shape parameter
• Restricted minimum volume confidence region for Pareto distribution
• Title not available (Why is that?)

This page was built for publication: Parameter estimation of the Pareto distribution using a pivotal quantity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2398413)