Sequential estimation problems for the scale parameter of a Pareto distribution

DOI10.1080/03461238.1987.10413820zbMath0633.62078OpenAlexW2031413410MaRDI QIDQ3771445

M. E. Ekwo, Nitis Mukhopadhyay

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 resultsPareto distributionregretscale parametersampling techniquesminimum risk point estimationeconometric applicationsfixed-ratio confidence intervalgeneral loss structuremoderate sample performances

Mathematics Subject Classification ID

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

Related Items

Bayesian estimation of discrete exponentiated Pareto distribution, Multi-stage point estimation of the mean of an inverse Gaussian 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, Confidence regions for Pareto parameters from a single and independent samples

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