Estimation of the Pareto Parameter Under Entropy Loss

DOI10.1177/0008068319970303MaRDI QIDQ4226885zbMATH OpenOpenAlexFDO

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

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)

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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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