Estimating the shape parameter of a Pareto distribution under restrictions

DOI10.1007/S00184-015-0545-9zbMATH Open1336.62081OpenAlexW852548061MaRDI QIDQ267660FDOQ267660

Authors: Yogesh Mani Tripathi, Somesh Kumar, Constantinos Petropoulos 

Publication date: 11 April 2016

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-015-0545-9

Recommendations

• Estimation of the shape parameter of a Pareto distribution
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• Estimation of Order Restricted Scale Parameters of Two Pareto Distributions
• scientific article; zbMATH DE number 6907557

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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Cited In (15)

• A Note on Minimum Risk Point Estimation of the Shape Parameter of a Pareto Distribution
• Estimation of the shape parameter of a Pareto distribution
• Minimax estimation of the parameter of Pareto distribution with gamma posterior density family
• Improved estimators for parameters of a Pareto distribution with a restricted scale
• Parameter estimation for the Pareto distribution based on ranked set sampling
• Title not available (Why is that?)
• Admissible and minimax estimation of the parameter of the selected Pareto population under squared log error loss function
• Title not available (Why is that?)
• Classes of improved estimators for parameters of a Pareto distribution
• A note on estimation of a shape parameter in a Pareto distribution
• Estimation of Order Restricted Scale Parameters of Two Pareto Distributions
• Inadmissibility of the Usual Estimate for the Shape Parameter of the Pareto Distribution
• Estimating moments of a selected Pareto population under asymmetric scale invariant loss function
• Efficient empirical Bayes estimates for risk parameters of Pareto distributions
• Two different shrinkage estimator classes for the shape parameter of classical Pareto distribution

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