Improved estimators for parameters of a Pareto distribution with a restricted scale

We consider the problem of estimating the parameters of a Pareto distribution under a quadratic loss when the scale parameter is constrained. The integral expression of risk difference (IERD), the approach of Kubokawa (1994) [12], and the Brewster and Zidek’s (1974) [5] technique are used to obtain the improved estimators over the standard estimators. Some complete class results are also proved.