Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150847 | Statistical Methodology | 2014 | 13 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yogesh Mani Tripathi, Somesh Kumar, C. Petropoulos,