Sequential estimation problems for the scale parameter of a Pareto distribution

DOI10.1080/03461238.1987.10413820zbMath0633.62078MaRDI QIDQ3771445

M. E. Ekwo, Nitis Mukhopadhyay

Publication date: 1987

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1987.10413820

zbMATH Keywords

asymptotic results; Pareto distribution; regret; scale parameter; sampling techniques; minimum risk point estimation; econometric applications; fixed-ratio confidence interval; general loss structure; moderate sample performances

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62L12: Sequential estimation

Related Items

Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function, Multi-stage point estimation of the mean of an inverse Gaussian distribution, Confidence regions for Pareto parameters from a single and independent samples, Bayesian estimation of discrete exponentiated Pareto distribution

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