ON THE COMMON SCALE PARAMETER OF SEVERAL PARETO POPULATIONS IN CENSORED SAMPLES
Chun Jin, Abdulaziz M. Elfessi · Communication in Statistics- Theory and Methods · 2001
The problem of estimation of an unknown common scale parameter of several Pareto distributions with unknown and possibly unequal shape parameters in censored samples is considered. A new class of estimators which includes both the maximum likelihood estimator (MLE) and the uniformly minimum variance unbiased estimator (UMVUE) is proposed and examined under a squared error loss.