On robust estimation of the common scale parameter of several Pareto distributions

DOI10.1016/0167-7152(95)00190-5zbMath0903.62027OpenAlexW2067496564MaRDI QIDQ1129440

Chun Jin, Abdulaziz Elfessi

Publication date: 16 August 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00190-5

zbMATH Keywords

robust estimationPareto distributionsconvex loss functionscommon scale parameter

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

ON THE COMMON SCALE PARAMETER OF SEVERAL PARETO POPULATIONS IN CENSORED SAMPLES ⋮ Bayesian inference for a common scale parameter of several Pareto populations ⋮ Bayesian inference for the offered optical network unit load ⋮ Estimation of common location parameter of several heterogeneous exponential populations based on generalized order statistics ⋮ Confidence regions for Pareto parameters from a single and independent samples

Cites Work

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• Best unbiased estimators for the parameters of a two-parameter Pareto distribution
• An identity for the Wishart distribution with applications
• Estimation of the parameters of the Pareto distribution
• Improved Estimation of the Common Scale Parameter of Several Pareto Distributions
• On Common Location of Several Exponentials under a Class of Convex Loss Functions
• The Pareto Distribution as a Queue Service Discipline
• Some Theorems Relevant to Life Testing from an Exponential Distribution

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