Two Different Shrinkage Estimator Classes for the Shape Parameter of Classical Pareto Distribution | Zendy

Meral Ebegıl | Zendy; Şenay Özdemir | Zendy

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Two Different Shrinkage Estimator Classes for the Shape Parameter of Classical Pareto Distribution

Author(s) -

Meral Ebegıl,

Şenay Özdemir

Publication year - 2015

Publication title -

hacettepe journal of mathematics and statistics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.312

H-Index - 26

ISSN - 1303-5010

DOI - 10.15672/hjms.20158812908

Subject(s) - mathematics , shrinkage , estimator , shrinkage estimator , pareto distribution , pareto principle , statistics , distribution (mathematics) , shape parameter , mathematical analysis , minimax estimator , minimum variance unbiased estimator

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.

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