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

Meral Ebegil; Senay Ozdemir

EN

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

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

References

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Details

Primary Language

English

Subjects

Statistics

Journal Section

Research Article

Authors

Meral Ebegil

Senay Ozdemir ^*

Publication Date

August 1, 2016

Submission Date

September 3, 2014

Acceptance Date

June 13, 2015

Published in Issue

Year 2016 Volume: 45 Number: 4

IZ

https://izlik.org/JA89HH42PE

Cite

RIS / Bibtex

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. https://izlik.org/JA89HH42PE

AMA

1.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):1231-1244. https://izlik.org/JA89HH42PE

Chicago

Ebegil, Meral, and Senay Ozdemir. 2016. “Two Different Shrinkage Estimator Classes for the Shape Parameter of Classical Pareto Distribution”. Hacettepe Journal of Mathematics and Statistics 45 (4): 1231-44. https://izlik.org/JA89HH42PE.

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

[1]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, Aug. 2016, [Online]. Available: https://izlik.org/JA89HH42PE

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 1, 2016): 1231-1244. https://izlik.org/JA89HH42PE.

JAMA

1.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, Aug. 2016, pp. 1231-44, https://izlik.org/JA89HH42PE.

Vancouver

1.Meral Ebegil, Senay Ozdemir. Two different shrinkage estimator classes for the shape parameter of classical Pareto distribution. Hacettepe Journal of Mathematics and Statistics [Internet]. 2016 Aug. 1;45(4):1231-44. Available from: https://izlik.org/JA89HH42PE