A note on estimation of a shape parameter in a Pareto distribution. Issue 21 (2nd November 2022)
- Record Type:
- Journal Article
- Title:
- A note on estimation of a shape parameter in a Pareto distribution. Issue 21 (2nd November 2022)
- Main Title:
- A note on estimation of a shape parameter in a Pareto distribution
- Authors:
- Yabuno, Mashu
Tanaka, Hidekazu - Abstract:
- Abstract: Considering an estimation problem of a shape parameter in a Pareto distribution under a restriction of a scale parameter, an estimator dominating all the previous estimators is proposed. Especially, under the quadratic loss function, the proposed estimator is shown to be second-order admissible in the class of all modified maximum likelihood estimators.
- Is Part Of:
- Communications in statistics. Volume 51:Issue 21(2022)
- Journal:
- Communications in statistics
- Issue:
- Volume 51:Issue 21(2022)
- Issue Display:
- Volume 51, Issue 21 (2022)
- Year:
- 2022
- Volume:
- 51
- Issue:
- 21
- Issue Sort Value:
- 2022-0051-0021-0000
- Page Start:
- 7561
- Page End:
- 7574
- Publication Date:
- 2022-11-02
- Subjects:
- Pareto distribution -- restricted parameter space -- second-order admissibility -- shape parameter
62F10 -- 62F12
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2021.1875241 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 23941.xml