Reducing bias of the maximum-likelihood estimation for the truncated Pareto distribution

DOI10.1080/02331888.2011.648641MaRDI QIDQ2863070zbMATH OpenOpenAlexFDO

Authors Jin Zhang

Publication date 21 November 2013

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2011.648641

zbMATH Keywords

parameter estimationMonte Carlo simulationdistribution functionmean-squared error

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• Parameter Estimation for the Truncated Pareto Distribution
• scientific article; zbMATH DE number 5791351
• Parameter estimation of single parameter Pareto distribution based on left truncated right censored data
• Efficient estimation in the Pareto distribution
• Bias reduction for the maximum likelihood estimator of the doubly-truncated Poisson distribution

Cites work

• scientific article; zbMATH DE number 5604057 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• Distribution of product statistics from a Pareto population
• Estimation of the parameters of the Pareto distribution
• Parameter Estimation for the Truncated Pareto Distribution

Cited in

(10)

• Using jackknife to correct bias of MLE for the truncated Pareto distribution
• Estimation of the upper cutoff parameter for the tapered Pareto distribution
• Parameter Estimation for the Truncated Pareto Distribution
• scientific article; zbMATH DE number 5791351 (Why is no real title available?)
• Bias reduction for the maximum likelihood estimator of the doubly-truncated Poisson distribution
• scientific article; zbMATH DE number 7387543 (Why is no real title available?)
• A cluster truncated Pareto distribution and its applications
• Parameter estimation of single parameter Pareto distribution based on left truncated right censored data
• Reliability inference of stress-strength model for the truncated proportional hazard rate distribution under progressively type-II censored samples
• Penalized KS method to fit data sets with power law distribution over a bounded subinterval

This page was built for publication: Reducing bias of the maximum-likelihood estimation for the truncated Pareto distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2863070)