A note on estimation of a shape parameter in a Pareto distribution

DOI10.1080/03610926.2021.1875241OpenAlexW3129181198MaRDI QIDQ5039797

Mashu Yabuno, Hidekazu Tanaka

Publication date: 4 October 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1875241

zbMATH Keywords

Pareto distributionshape parameterrestricted parameter spacesecond-order admissibility

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Cites Work

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• Classes of improved estimators for parameters of a Pareto distribution
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• Improving on equivariant estimators
• On improved estimation under Weibull model
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Estimation of the parameters of the Pareto distribution
• Estimation of the shape parameter of a Pareto distribution
• Admissible and Minimax Estimates of Parameters in Truncated Spaces
• Estimators of a Location Parameter in the Absolutely Continuous Case

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