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The Estimation of Pareto Distribution by a Weighted Least Square Method

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  • Hai-Lin Lu
  • Shin-Hwa Tao

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  • Hai-Lin Lu & Shin-Hwa Tao, 2007. "The Estimation of Pareto Distribution by a Weighted Least Square Method," Quality & Quantity: International Journal of Methodology, Springer, vol. 41(6), pages 913-926, December.
    • Handle: RePEc:spr:qualqt:v:41:y:2007:i:6:p:913-926
    DOI: 10.1007/s11135-007-9100-8
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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. R. Quandt, 1966. "Old and new methods of estimation and the pareto distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 10(1), pages 55-82, December.
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    Cited by:

    1. Shahzad Hussain & Sajjad Haider Bhatti & Tanvir Ahmad & Muhammad Ahmed Shehzad, 2021. "Parameter estimation of the Pareto distribution using least squares approaches blended with different rank methods and its applications in modeling natural catastrophes," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 107(2), pages 1693-1708, June.
    2. Frederico Caeiro & Mina Norouzirad, 2024. "Comparing Estimation Methods for the Power–Pareto Distribution," Econometrics, MDPI, vol. 12(3), pages 1-28, July.
    3. Frederico Caeiro & Ayana Mateus, 2023. "A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution," Mathematics, MDPI, vol. 11(5), pages 1-17, February.
    4. Jung-In Seo & Young Eun Jeon & Suk-Bok Kang, 2020. "New Approach for a Weibull Distribution under the Progressive Type-II Censoring Scheme," Mathematics, MDPI, vol. 8(10), pages 1-10, October.

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