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

被引：0

作者：

Yabuno, Mashu ^{[1
,2
]}

Tanaka, Hidekazu ^{[1
]}

机构：

[1] Osaka Prefecture Univ, Grad Sch Sci, Sakai, Osaka, Japan

[2] Keyence Corp, Osaka, Japan

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2022年 / 51卷 / 21期

关键词：

Pareto distribution; restricted parameter space; second-order admissibility; shape parameter;

D O I：

10.1080/03610926.2021.1875241

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：7561 / 7574

页数：14

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