Estimation of the shape parameter of a Pareto distribution

DOI10.1080/03610926.2017.1376088OpenAlexW2751190234MaRDI QIDQ5154092

Unnamed Author, Yogesh Mani Tripathi, Constantinos Petropoulos

Publication date: 1 October 2021

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1376088

zbMATH Keywords

scale invarianceintegral expression of risk differenceimproved estimators

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (4)

A note on estimation of a shape parameter in a Pareto distribution ⋮ Estimating the common hazard rate of several exponential distributions ⋮ Improved estimation of a function of scale parameter of a doubly censored exponential distribution ⋮ Minimax estimation of the common variance and precision of two normal populations with ordered restricted means

Cites Work

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• Comments on two papers concerning estimation of the parameters of the Pareto distribution in the presence of outliers
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• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Shrinkage Testimators for the Shape Parameter of Pareto Distribution Using LINEX Loss Function
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Generalized Bayes Solutions in Estimation Problems
• Testing Statistical Hypotheses
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

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