Estimation of the order restricted scale parameters for two populations from the Lomax distribution

Constantinos Petropoulos ()
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Constantinos Petropoulos: University of Patras

Metrika: International Journal for Theoretical and Applied Statistics, 2017, vol. 80, issue 4, No 5, 483-502

Abstract: Abstract The usual methods of estimating the unknown parameters of a distribution, use only the information given from the sample data. In many cases, there is, also, another important information for estimating the unknown parameters of our model, such as the order of these parameters, and this last information improves the quality of estimation. In this paper, we deal with the problem of estimating the ordered scale parameters from two populations of the multivariate Lomax distribution, with unknown location parameters. It is proved that the best equivariant estimators of the scale parameters (in the unrestricted case) are not admissible and we construct estimators that improve upon the usual ones (when these parameters are known to be ordered).

Keywords: Stein-type estimators; Brewster and Zidek-type estimators; Multivariate Lomax distribution; IERD method of Kubokawa; 62C99; 62F10; 62H12 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00184-017-0615-2

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