Two different shrinkage estimator classes for the shape parameter of classical Pareto distribution

Meral Ebegil; Senay Ozdemir

Research Article

Two different shrinkage estimator classes for the shape parameter of classical Pareto distribution

Year 2016, Volume: 45 Issue: 4, 1231 - 1244, 01.08.2016

Abstract

In this study, biased estimators for the shape parameter of a classical
Pareto distribution are proposed using two dierent shrinkage tech-
niques which give a smaller mean square error than an unbiased esti-
mator. Then these obtained biased estimators are compared with the
unbiased estimator by the means of their mean square error.

Keywords

Mean Square Error, Pareto Distribution, Shape Parameter, Shrink- age Estimation

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Year 2016, Volume: 45 Issue: 4, 1231 - 1244, 01.08.2016

Meral Ebegil Senay Ozdemir

Abstract

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There are 2 citations in total.

Details

Primary Language	English
Subjects	Statistics
Journal Section	Statistics
Authors	Meral Ebegil Senay Ozdemir
Publication Date	August 1, 2016
Published in Issue	Year 2016 Volume: 45 Issue: 4

Cite

APA	Ebegil, M., & Ozdemir, S. (2016). Two different shrinkage estimator classes for the shape parameter of classical Pareto distribution. Hacettepe Journal of Mathematics and Statistics, 45(4), 1231-1244.
AMA	Ebegil M, Ozdemir S. Two different shrinkage estimator classes for the shape parameter of classical Pareto distribution. Hacettepe Journal of Mathematics and Statistics. August 2016;45(4):1231-1244.
Chicago	Ebegil, Meral, and Senay Ozdemir. “Two Different Shrinkage Estimator Classes for the Shape Parameter of Classical Pareto Distribution”. Hacettepe Journal of Mathematics and Statistics 45, no. 4 (August 2016): 1231-44.
EndNote	Ebegil M, Ozdemir S (August 1, 2016) Two different shrinkage estimator classes for the shape parameter of classical Pareto distribution. Hacettepe Journal of Mathematics and Statistics 45 4 1231–1244.
IEEE	M. Ebegil and S. Ozdemir, “Two different shrinkage estimator classes for the shape parameter of classical Pareto distribution”, Hacettepe Journal of Mathematics and Statistics, vol. 45, no. 4, pp. 1231–1244, 2016.
ISNAD	Ebegil, Meral - Ozdemir, Senay. “Two Different Shrinkage Estimator Classes for the Shape Parameter of Classical Pareto Distribution”. Hacettepe Journal of Mathematics and Statistics 45/4 (August 2016), 1231-1244.
JAMA	Ebegil M, Ozdemir S. Two different shrinkage estimator classes for the shape parameter of classical Pareto distribution. Hacettepe Journal of Mathematics and Statistics. 2016;45:1231–1244.
MLA	Ebegil, Meral and Senay Ozdemir. “Two Different Shrinkage Estimator Classes for the Shape Parameter of Classical Pareto Distribution”. Hacettepe Journal of Mathematics and Statistics, vol. 45, no. 4, 2016, pp. 1231-44.
Vancouver	Ebegil M, Ozdemir S. Two different shrinkage estimator classes for the shape parameter of classical Pareto distribution. Hacettepe Journal of Mathematics and Statistics. 2016;45(4):1231-44.