Empirical Bayes estimation of the scale parameter in a Pareto distribution

DOI10.1016/0167-9473(90)90006-4zbMath0825.62339OpenAlexW1980111094MaRDI QIDQ1896078

Ram C. Tiwari, J. N. Zalkikar

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(90)90006-4

zbMATH Keywords

rate of convergenceestimationempirical Bayessquared error lossasymptotically optimalnonexponential family

Mathematics Subject Classification ID

Point estimation (62F10) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (13)

Extended linear empirical bayes estimation ⋮ Empirical Bayes testing procedures in some nonexponential families using asymmetric Linex loss function ⋮ Nonparametric empirical Bayes estimation based on generalized Laguerre series ⋮ On the lower bounds for mean square error of empirical Bayes estimators ⋮ Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribu\-tion ⋮ An empirical bayes procedure for testing a truncation parameter ⋮ Bayesian estimation based on trimmed samples from Pareto populations ⋮ Highest posterior density estimation from multiply censored Pareto data ⋮ Testing in two parameter exponential distributions via empirical Bayes method ⋮ Convergence rates for empirical Bayes estimation of the scale parameter in a Pareto distribution ⋮ Adaptive wavelet empirical Bayes estimation of a location or a scale parameter ⋮ Empirical Bayes estimates in exponential reliability model ⋮ Empirical bayes estimation with non-identical components

Cites Work

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• Convergence rates for empirical Bayes estimation in the uniform U(0,\(\theta\) ) distribution
• Bayesian inference for Pareto populations
• Solutions to empirical Bayes squared error loss estimation problems
• On the empirical Bayes approach to multiple decision problems
• Non-Parametric Empirical Bayes Procedures
• Estimating the Empiric Distribution Function of Certain Parameter Sequences
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case
• Convergence Rates for Empirical Bayes Two-Action Problems I. Discrete Case

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