A note on estimation of a shape parameter in a Pareto distribution

DOI10.1080/03610926.2021.1875241MaRDI QIDQ5039797zbMATH OpenOpenAlexFDO

Authors Mashu Yabuno, Hidekazu Tanaka

Publication date 4 October 2022

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

Full work available at URL https://doi.org/10.1080/03610926.2021.1875241

zbMATH Keywords

Pareto distributionrestricted parameter spacesecond-order admissibilityshape parameter

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Cites work

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• Improved estimators for parameters of a Pareto distribution with a restricted scale
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• On improved estimation under Weibull model
• On second order admissibility of estimators in the presence of nuisance parameter
• On the estimation of the shape parameter of the gamma distribution in second-order asymptotics
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.

Cited in

(7)

• Comments on two papers concerning estimation of the parameters of the Pareto distribution in the presence of outliers
• Noninformative priors for common shape parameter in the Pareto distributions
• A Note on Minimum Risk Point Estimation of the Shape Parameter of a Pareto Distribution
• Shrinkage Testimators for the Shape Parameter of Pareto Distribution Using LINEX Loss Function
• scientific article; zbMATH DE number 3919550 (Why is no real title available?)
• scientific article; zbMATH DE number 4109921 (Why is no real title available?)
• scientific article; zbMATH DE number 6161621 (Why is no real title available?)

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