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Bayesian estimation based on trimmed samples from Pareto populations

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  • Fernandez, Arturo J.

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  • Fernandez, Arturo J., 2006. "Bayesian estimation based on trimmed samples from Pareto populations," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1119-1130, November.
    • Handle: RePEc:eee:csdana:v:51:y:2006:i:2:p:1119-1130
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    References listed on IDEAS

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    1. Tiwari, Ram C. & Zalkikar, Jyoti N., 1990. "Empirical Bayes estimation of the scale parameter in a Pareto distribution," Computational Statistics & Data Analysis, Elsevier, vol. 10(3), pages 261-270, December.
    2. M. J. R. Healy, 1982. "A Linear Estimator of Standard Deviation in Symmetrically Trimmed Normal Samples," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(2), pages 174-175, June.
    3. Arturo Fernández, 2004. "One- and two-sample prediction based on doubly censored exponential data and prior information," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(2), pages 403-416, December.
    4. Geisser, Seymour, 1985. "Interval prediction for Pareto and exponential observables," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 173-185.
    5. Luis A. Escobar & William Q. Meeker, 1994. "Fisher Information Matrix for the Extreme Value, Normal and Logistic Distributions and Censored Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 43(3), pages 533-540, September.
    6. E. Page, 1977. "Approximations to the Cumulative Normal Function and its Inverse for Use on a Pocket Calculator," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 26(1), pages 75-76, March.
    7. Arturo J. fernández & José I. Bravo & Íñigo Fuentes, 2002. "Computing maximum likelihood estimates from type II doubly censored exponential data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 11(2), pages 187-200, June.
    8. Arnold, Barry C. & Press, S. James, 1983. "Bayesian inference for pareto populations," Journal of Econometrics, Elsevier, vol. 21(3), pages 287-306, April.
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    Cited by:

    1. Fernández, Arturo J., 2012. "Minimizing the area of a Pareto confidence region," European Journal of Operational Research, Elsevier, vol. 221(1), pages 205-212.

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