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

Mashu Yabuno and Hidekazu Tanaka

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 21, 7561-7574

Abstract: 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.

Date: 2022
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DOI: 10.1080/03610926.2021.1875241

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