Optimal estimation for the Pareto distribution

DOI10.1080/00949655.2010.516751MaRDI QIDQ5300733zbMATH OpenOpenAlexFDO

Authors Mei-Ling Huang

Publication date 28 June 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2010.516751

zbMATH Keywords

density estimationefficiencyorder statisticsweighted empirical distribution functionPareto upper tail

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• A distribution estimation method based on level crossings
• Bayesian Spatial Modeling of Extreme Precipitation Return Levels
• Statistical Analysis of a Telephone Call Center
• Statistical Size Distributions in Economics and Actuarial Sciences

Cited in

(15)

• scientific article; zbMATH DE number 3878164 (Why is no real title available?)
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• Estimation of the lognormal-Pareto distribution using probability weighted moments and maximum likelihood
• Optimal asymptotic estimation of small exceedance probabilities
• Minimum variance unbiased estimation in the Pareto distribution
• An efficient estimation method for the Pareto distribution
• Estimating the parameters of a tapered Pareto distribution
• Classes of improved estimators for parameters of a Pareto distribution
• Comparisons of Methods of Estimation for a New Pareto-type Distribution
• Estimation methods for the probability density function and the cumulative distribution function of the Pareto-Rayleigh distribution
• scientific article; zbMATH DE number 5356519 (Why is no real title available?)
• A weighted estimation for risk model
• Parameter estimation of the Pareto distribution using a pivotal quantity
• Optimal index estimation of heavy-tailed distributions
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