inadmissible estimators
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Estimation of the Pareto Parameter Under Entropy Loss

1997 ◽  
Vol 47 (3-4) ◽  
pp. 153-166 ◽  
Author(s):  
A. Parsian ◽  
N. Sanjari Farsipour
Keyword(s):  
Random Sample ◽  
Loss Function ◽  
Pareto Distribution ◽  
Restricted Class ◽  
Entropy Loss ◽  
Two Parameter ◽  
Inadmissible Estimators

Estimation of the Pareto parameter under the entropy loss function is considered on the basis of a random sample from the two-parameter form of the Pareto distribution in two cases, i. e. when the cut-off parameter is known and is unknown. When the cut-off parameter k is known, it is shown that in the restricted class (1.3), Cn-1 is UMRUE and is admissible. When k is unknown, we showed that in the restricted class (1.4), dn-2 is UMRUE but is inadmissible. Estimators dominating dn-2 are provided.

IMPROVING INADMISSIBLE ESTIMATORS UNDER QUADRATIC LOSS

1986 ◽  
Vol 4 (1) ◽  
Author(s):  
Leon Jay Gleser
Keyword(s):  
Quadratic Loss ◽  
Inadmissible Estimators

scholarly journals Improving on Inadmissible Estimators in the Control Problem

1983 ◽  
Vol 11 (3) ◽  
pp. 814-826 ◽  
Author(s):  
L. Mark Berliner
Keyword(s):  
Control Problem ◽  
Inadmissible Estimators
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