IDEAS home Printed from https://ideas.repec.org/a/taf/lstaxx/v48y2019i13p3341-3359.html
   My bibliography  Save this article

Confidence regions for Pareto parameters from a single and independent samples

Author

Listed:
  • Stefan Bedbur
  • Udo Kamps
  • Jens M. Lennartz

Abstract

[Abstract] Based on a single and on two independent samples, joint confidence regions for parameters of Pareto distributions are proposed with minimum volume properties and without assigning the confidence level to dimensions. In the one-sample case, comparisons are made to former simultaneous confidence sets for Pareto parameters by means of simulation and a real data set. The two-sample case is studied in various set-ups and comprises simultaneous confidence regions for the shape parameters, the scale parameters, and higher-dimensional vectors of these parameters, where common shape and common scale models are also considered.

Suggested Citation

  • Stefan Bedbur & Udo Kamps & Jens M. Lennartz, 2019. "Confidence regions for Pareto parameters from a single and independent samples," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(13), pages 3341-3359, July.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:13:p:3341-3359
    DOI: 10.1080/03610926.2018.1476706
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/03610926.2018.1476706
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/03610926.2018.1476706?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. J. M. Lennartz & S. Bedbur & U. Kamps, 2021. "Minimum area confidence regions and their coverage probabilities for type-II censored exponential data," Statistical Papers, Springer, vol. 62(1), pages 171-191, February.
    2. Bedbur, S. & Kamps, U. & Lennartz, J.M., 2019. "On a smallest confidence region for a location–scale parameter in progressively type-II censored lifetime experiments," Statistics & Probability Letters, Elsevier, vol. 154(C), pages 1-1.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:lstaxx:v:48:y:2019:i:13:p:3341-3359. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/lsta .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.