Efficient estimation in the Pareto distribution with the presence of outliers
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Publication:545142
DOI10.1016/j.stamet.2011.01.011zbMath1215.62021OpenAlexW2139890984MaRDI QIDQ545142
Publication date: 22 June 2011
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2011.01.011
outliersprobability density functionmaximum likelihood estimatorinsuranceuniformly minimum variance unbiased estimatorcumulative distribution functionr\,th moment
Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)
Related Items (18)
Comments on two papers concerning estimation of the parameters of the Pareto distribution in the presence of outliers ⋮ On the identification of extreme outliers and dragon-kings mechanisms in the upper tail of income distribution ⋮ Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula ⋮ On estimation of the PDF and CDF of the Lindley distribution ⋮ A Pareto scale-inflated outlier model and its Bayesian analysis ⋮ On detecting outliers in the Pareto distribution ⋮ Classical and Bayesian estimation of entropy for Pareto distribution in presence of outliers with application ⋮ Classes of improved estimators for parameters of a Pareto distribution ⋮ On \(1/f\) noise ⋮ Improved estimators for parameters of a Pareto distribution with a restricted scale ⋮ Classical and Bayesian estimation of Weibull distribution in presence of outliers ⋮ Estimates of the PDF and the CDF of the exponentiated Weibull distribution ⋮ Efficient Estimation of the PDF and the CDF of the Exponentiated Gumbel Distribution ⋮ Evaluation and comparison of estimations in the generalized exponential-Poisson distribution ⋮ On entropy of a Pareto distribution in the presence of outliers ⋮ Stress-strength reliability inference for the Pareto distribution with outliers ⋮ Process capability indices in normal distribution with the presence of outliers ⋮ On estimation of the PDF and the CDF of the one-parameter polynomial exponential family of distributions
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- Estimation in the Pareto distribution
- On the estimation of the power of the scale parameter of the exponential distribution in the presence of outliers generated from uniform distribution
- Estimation of parameters of the exponential distribution in the presence of outliers generated from uniform distribution
- On the estimation of the power of the scale parameter of the gamma distribution in the presence of outliers
- Estimation of parameters of the gamma distribution in the presence of outliers
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