메뉴 건너뛰기




Volumn 25, Issue 12, 1996, Pages 3125-3145

Bayes estimation of shape parameter of classical pareto distribution under linex loss function

Author keywords

Bayes estimator; Conjugate prior; LINEX loss function; Lwin's prior; Pareto distribution; Power gamma distribution; Risk efficiency

Indexed keywords


EID: 0010337051     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929608831889     Document Type: Article
Times cited : (19)

References (17)
  • 2
    • 0007064685 scopus 로고
    • Bayesian inference for Pareto populations
    • Arnold, B.C. and Press, S.J. (1983). "Bayesian inference for Pareto populations". Journal of Econometrics, 21, 287-306.
    • (1983) Journal of Econometrics , vol.21 , pp. 287-306
    • Arnold, B.C.1    Press, S.J.2
  • 3
    • 38249009467 scopus 로고
    • Bayesian Approach to Life Testing and Reliability Estimation Using Asymmetric Loss Function
    • Basu, A. and Ebrahimi, N. (1991). "Bayesian Approach to Life Testing and Reliability Estimation Using Asymmetric Loss Function", Jour. Stat. Plan. Infer., 29, 21-31.
    • (1991) Jour. Stat. Plan. Infer. , vol.29 , pp. 21-31
    • Basu, A.1    Ebrahimi, N.2
  • 4
    • 0003807376 scopus 로고
    • Statistical Decision Theory : Foundations
    • New York : Springer-Varlag
    • Berger, James O. (1980). "Statistical Decision Theory : Foundations", Concepts and Methods, New York : Springer-Varlag.
    • (1980) Concepts and Methods
    • Berger, J.O.1
  • 5
    • 0014737688 scopus 로고
    • A Bayesian Approach to Reliability Estimation Using a Loss Function
    • Canfield, R.V. (1970). "A Bayesian Approach to Reliability Estimation Using a Loss Function", IEEE Trans. Reliab., R-19, 13-16.
    • (1970) IEEE Trans. Reliab. , vol.R-19 , pp. 13-16
    • Canfield, R.V.1
  • 8
    • 25844449649 scopus 로고
    • Estimating the tail of the Paretian Law
    • Lwin, T. (1972). "Estimating the tail of the Paretian Law", Skand. Aktuarletidskrift. 53, 6-9.
    • (1972) Skand. Aktuarletidskrift. , vol.53 , pp. 6-9
    • Lwin, T.1
  • 9
    • 25844446520 scopus 로고
    • Bayesian estimation of the Paretian index
    • Malik, H.J. (1970). "Bayesian estimation of the Paretian index", Skand. Aktuarletidskrift 55, 170-178.
    • (1970) Skand. Aktuarletidskrift , vol.55 , pp. 170-178
    • Malik, H.J.1
  • 12
    • 0000731832 scopus 로고
    • On the Admissibility of CX+d with respect to the LINEX loss function
    • Rojo, J. (1987). "On the Admissibility of CX+d with respect to the LINEX loss function". Commun. Statist. Theo. Meth., 16, 3745-3748.
    • (1987) Commun. Statist. Theo. Meth. , vol.16 , pp. 3745-3748
    • Rojo, J.1
  • 13
    • 34547460389 scopus 로고
    • On the sampling distribution of Bayesian estimators of the Pareto parameter with proper and unproper Priors and associated goodness of fit
    • Department of Statistics, University of Manitoba, Winnipeg
    • Sinha, S.K. and Hawlader, H.A. (1980). "On the sampling distribution of Bayesian estimators of the Pareto parameter with proper and unproper Priors and associated goodness of fit". Technical report no. 103 (Department of Statistics, University of Manitoba, Winnipeg).
    • (1980) Technical Report No. 103 , vol.103
    • Sinha, S.K.1    Hawlader, H.A.2
  • 14
    • 0001892893 scopus 로고
    • A Bayesian Approach to Real Estate Assessment
    • Eds. S.E. Feinberg and A. Zellner, Amsterdam : North Holland
    • Varian, H.R. (1975). "A Bayesian Approach to Real Estate Assessment", in Studies in Bayesian Econometrics and Statistics in Honour of L.J. Savage, Eds. S.E. Feinberg and A. Zellner, Amsterdam : North Holland, 195-208.
    • (1975) Studies in Bayesian Econometrics and Statistics in Honour of L.J. Savage , pp. 195-208
    • Varian, H.R.1
  • 16
    • 84950930899 scopus 로고
    • Bayesian Estimation and Prediction Using Asymmetric Loss Functions
    • Zellner, A. (1986). "Bayesian Estimation and Prediction Using Asymmetric Loss Functions", Jour. Amer. Statist. Assoc., 81, 446-451.
    • (1986) Jour. Amer. Statist. Assoc. , vol.81 , pp. 446-451
    • Zellner, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.