Reducing bias of the maximum-likelihood estimation for the truncated Pareto distribution

DOI10.1080/02331888.2011.648641zbMath1440.62057OpenAlexW1982525302MaRDI QIDQ2863070

Jin Zhang

Publication date: 21 November 2013

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2011.648641

zbMATH Keywords

parameter estimationMonte Carlo simulationdistribution functionmean-squared error

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

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Cites Work

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• Distribution of product statistics from a Pareto population
• Estimation of the parameters of the Pareto distribution
• Parameter Estimation for the Truncated Pareto Distribution