Estimation of the Pareto Parameter Under Entropy Loss

DOI10.1177/0008068319970303zbMATH Open0917.62003OpenAlexW2735509364MaRDI QIDQ4226885FDOQ4226885

Authors: Ahmad Parsian, N. Sanjari Farsipour 

Publication date: 5 July 1999

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319970303

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zbMATH Keywords

Pareto distributionunbiased estimatorentropy loss functionPareto parameterunique minimum risk unbiased estimator

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Cited In (4)

• Estimation of Pareto distribution parameters under a \(q\)-symmetric entropy loss function
• Admissible and minimax estimation of the parameter of the selected Pareto population under squared log error loss function
• Inadmissibility of the Usual Estimate for the Shape Parameter of the Pareto Distribution
• Improved Estimation of the Pareto Location Parameter Under Squared Error Loss

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