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


EBEGİL M. , ÖZDEMİR Ş.

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, cilt.45, ss.1231-1244, 2016 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 45 Konu: 4
  • Basım Tarihi: 2016
  • Doi Numarası: 10.15672/hjms.20158812908
  • Dergi Adı: HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
  • Sayfa Sayıları: ss.1231-1244

Özet

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