Optimal estimation for the Pareto distribution

DOI10.1080/00949655.2010.516751zbMATH Open1327.62318OpenAlexW2003503483MaRDI QIDQ5300733FDOQ5300733

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

Recommendations

• An efficient estimation method for the Pareto distribution
• scientific article; zbMATH DE number 5791351
• Efficient estimation in the Pareto distribution
• Estimation of the lognormal-Pareto distribution using probability weighted moments and maximum likelihood
• Estimation of the shape parameter of a Pareto distribution

zbMATH Keywords

density estimationefficiencyorder statisticsweighted empirical distribution functionPareto upper tail

Mathematics Subject Classification ID

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

Cites Work

• Bayesian Spatial Modeling of Extreme Precipitation Return Levels
• Title not available (Why is that?)
• Statistical Size Distributions in Economics and Actuarial Sciences
• Statistical Analysis of a Telephone Call Center
• A distribution estimation method based on level crossings

Cited In (15)

• Parameter estimation of the Pareto distribution using a pivotal quantity
• Efficient estimation in the Pareto distribution
• Estimating the parameters of a tapered Pareto distribution
• Minimum variance unbiased estimation in the Pareto distribution
• Optimal index estimation of heavy-tailed distributions
• An efficient estimation method for the Pareto distribution
• A weighted estimation for risk model
• Title not available (Why is that?)
• Optimal asymptotic estimation of small exceedance probabilities
• Estimation methods for the probability density function and the cumulative distribution function of the Pareto-Rayleigh distribution
• Estimation of the lognormal-Pareto distribution using probability weighted moments and maximum likelihood
• Comparisons of Methods of Estimation for a New Pareto-type Distribution
• Title not available (Why is that?)
• Classes of improved estimators for parameters of a Pareto distribution
• Title not available (Why is that?)

This page was built for publication: Optimal estimation for the Pareto distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5300733)