Sequential estimation problems for the scale parameter of a Pareto distribution

DOI10.1080/03461238.1987.10413820MaRDI QIDQ3771445zbMATH OpenOpenAlexFDO

Authors Nitis Mukhopadhyay, M. E. Ekwo

Publication date 1987

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1987.10413820

zbMATH Keywords

asymptotic resultseconometric applicationsfixed-ratio confidence intervalgeneral loss structureminimum risk point estimationmoderate sample performancesPareto distributionregretsampling techniquesscale parameter

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

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Cites work

• A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• An Extension of a Theorem of Chow and Robbins on Sequential Confidence Intervals for the Mean
• Estimation of Pareto's Law from Grouped Observations
• Estimation of the Location and Scale Parameters of a Pareto Distribution by Linear Functions of Order Statistics
• Estimation of the parameters of the Pareto distribution
• Fixed width confidence intervals for the location parameter of an exponential distribution
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• Minimum variance unbiased estimation of the parameters of the Pareto distribution
• On a sequential rule for estimating the location parameter of an exponential distribution
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• On the Asymptotic Regret While Estimating the Location of an Exponential Distribution
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Second order approximations for sequential point and interval estimation
• Sequential estimation of the scale parameter of the pareto distribution
• The Graduation of Income Distributions
• The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean

Cited in

(7)

• Bayesian estimation of discrete exponentiated Pareto distribution
• Triple sampling procedure for estimating the scale parameters of pareto distributions
• Fixed Length Interval Estimation of the Location Parameter of a Pareto Distribution
• Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function
• Multi-stage point estimation of the mean of an inverse Gaussian distribution
• Confidence regions for Pareto parameters from a single and independent samples
• On testing the ratio of scale parameters of two Pareto distributions using a novel accelerated sequential sampling technique with applications

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