Given a random sample from a Pareto type distribution with the cdf $F(x) = 1 - \lbrack1 + (x - \alpha)/\beta\rbrack^{-\gamma}$ for x ≥ α, the problems of ...

The Annals of Statistics, Vol. 12, No. 1 (Mar., 1984), pp. 322-335 (14 pages) Simultaneous estimation of p(p ≥ 3) location parameters are considered under quadratic loss. Explicit estimators which ...

Maximum likelihood estimation of the parameters of a statistical model involves maximizing the likelihood or, equivalently, the log likelihood with respect to the parameters. The parameter values at ...

Nonparametric estimation and U-statistics have emerged as vital tools in modern statistical analysis, offering robust alternatives to traditional parametric methods. Nonparametric techniques bypass ...

In operational risk measurement, the estimation of severity distribution parameters is the main driver of capital estimates, yet this remains a nontrivial challenge for many reasons. Maximum ...