Bayesian analysis for the two-parameter Pareto distribution based on record values and times

DOI10.1080/00949655.2010.486762zbMath1431.62089MaRDI QIDQ5300742

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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/10.1080/00949655.2010.486762

zbMATH Keywords

record values; Pareto distribution; admissibility; highest posterior density; record times; credible region; linear-exponential loss function; inter-record times; likelihood estimate

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62F15: Bayesian inference

62E15: Exact distribution theory in statistics

62G32: Statistics of extreme values; tail inference

62C15: Admissibility in statistical decision theory

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