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Highest posterior density estimation from multiply censored Pareto data

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  • Arturo Fernández

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  • Arturo Fernández, 2008. "Highest posterior density estimation from multiply censored Pareto data," Statistical Papers, Springer, vol. 49(2), pages 333-341, April.
    • Handle: RePEc:spr:stpapr:v:49:y:2008:i:2:p:333-341
    DOI: 10.1007/s00362-006-0016-5
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    References listed on IDEAS

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    1. Geisser, Seymour, 1985. "Interval prediction for Pareto and exponential observables," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 173-185.
    2. Arnold, Barry C. & Press, S. James, 1983. "Bayesian inference for pareto populations," Journal of Econometrics, Elsevier, vol. 21(3), pages 287-306, April.
    3. 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.
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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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