Estimating the shape parameter of a Pareto distribution under restrictions
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Publication:267660
DOI10.1007/s00184-015-0545-9zbMath1336.62081OpenAlexW852548061MaRDI QIDQ267660
Yogesh Mani Tripathi, Somesh Kumar, Constantinos Petropoulos
Publication date: 11 April 2016
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-015-0545-9
scale invariancegeneralized Bayes estimatorintegral expression of risk differencerestricted maximum likelihood estimatorStein-type estimator
Related Items (6)
A note on estimation of a shape parameter in a Pareto distribution ⋮ Efficient empirical Bayes estimates for risk parameters of Pareto distributions ⋮ Classes of improved estimators for parameters of a Pareto distribution ⋮ Estimating moments of a selected Pareto population under asymmetric scale invariant loss function ⋮ Estimation of the shape parameter of a Pareto distribution ⋮ Parameter estimation for the Pareto distribution based on ranked set sampling
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