Using jackknife to correct bias of MLE for the truncated Pareto distribution

DOI10.1080/03610918.2017.1422753OpenAlexW2784203831MaRDI QIDQ5085965

Jin Zhang, Fen Jiang

Publication date: 30 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1422753

zbMATH Keywords

parameter estimationMonte Carlo simulationcumulative distribution functionrandom sample

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R
• bootstrap

Cites Work

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• Smallest Pareto confidence regions and applications
• Tail fitting for truncated and non-truncated Pareto-type distributions
• Interval estimation for a Pareto distribution based on a doubly type II censored sample
• Bootstrap methods: another look at the jackknife
• Geometrical properties of Pareto distribution.
• Minimizing the area of a Pareto confidence region
• Computing optimal confidence sets for Pareto models under progressive censoring
• A cluster truncated Pareto distribution and its applications
• Joint confidence region for the parameters of Pareto distribution
• Reducing bias of the maximum-likelihood estimation for the truncated Pareto distribution
• NOTES ON BIAS IN ESTIMATION
• Bayesian Estimation and Prediction for Pareto Data
• Estimation of the Tail Probability of the Truncated Pareto Distribution
• Bayesian one-sample prediction of future observations under Pareto distribution
• Parameter Estimation for the Truncated Pareto Distribution
• Bayesian survival estimation of Pareto distribution of the second kind based on failure-censored data.

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