论文信息 - Estimation of Pareto's Law from Grouped Observations

Estimation of Pareto's Law from Grouped Observations

Abstract The problem of estimating the scale parameter in the Pareto distribution from grouped observations is considered. Several estimators—the maximum likelihood estimator and four variants of least squares—are evaluated. Most of these have identical BAN properties but require nonlinear computations. A linearized BAN estimator is constructed, and numerical illustrations are provided.

Dennis J. Aigner | Arthur S. Goldberger | A. Goldberger | D. Aigner

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