On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution

DOI10.1080/03610926.2011.600506zbMath1301.62024MaRDI QIDQ2839057

David E. A. Giles, Hui Feng, Ryan T. Godwin

Publication date: 4 July 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.600506

zbMATH Keywords

bootstrap; bias reduction; maximum likelihood estimator; Lomax distribution; Pareto II distribution; linear bias function

Mathematics Subject Classification ID

62F10: Point estimation

62E15: Exact distribution theory in statistics

62F40: Bootstrap, jackknife and other resampling methods

60E05: Probability distributions: general theory

Related Items

Bias-corrected maximum likelihood estimation of the parameters of the generalized half-normal distribution, The inverse weighted Lindley distribution: Properties, estimation and an application on a failure time data, Analytic bias correction for maximum likelihood estimators when the bias function is non-constant, Improved maximum likelihood estimators for the parameters of the Johnson S_B distribution, Bias-corrected maximum likelihood estimators of the parameters of the inverse Weibull distribution, Improved maximum-likelihood estimators for the parameters of the unit-gamma distribution, Estimation on Lomax progressive censoring using the EM algorithm, Simulation-Based Bias Correction Methods for Complex Models, A note on comparison and improvement of estimators based on likelihood, Unnamed Item, On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model, Expectiles, omega ratios and stochastic ordering, Improved parameter estimation of the log-logistic distribution with applications, bccp: an R package for life-testing and survival analysis, Bias reduction for the maximum likelihood estimator of the doubly-truncated Poisson distribution, Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution, Estimation of the generalized process capability indexC_pykbased on bias-corrected maximum-likelihood estimators for the generalized inverse Lindley distribution and bootstrap confidence intervals, Generalized fiducial inference for the Lomax distribution

Cites Work

• Unnamed Item
• Unnamed Item
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Progressively type-II censored competing risks data from Lomax distributions
• Residual life time at great age
• Approximate bias correction in econometrics
• Bias correction in ARMA models
• Compound gamma, Beta and F distributions
• Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution
• Bias Reduction for the Maximum Likelihood Estimators of the Parameters in the Half-Logistic Distribution
• A Look at the Burr and Related Distributions
• Bias-corrected maximum likelihood estimation for the beta distribution
• A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
• Information Matrix for Pareto(IV), Burr, and Related Distributions
• Recurrence relations for single and product moments of record values from generalized pareto distribution
• Record values of the Lomax distribution
• Marshall–Olkin Extended Lomax Distribution and Its Application to Censored Data
• The Pareto Distribution as a Queue Service Discipline
• Order statistics from non-identical right-truncated Lomax random variables with applications
• Bayesian survival estimation of Pareto distribution of the second kind based on failure-censored data.