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
收藏
页码：7561 / 7574
页数：14
相关论文
共 50 条
12345