@inproceedings{2fe642a3b02547e89b702620a5acce7e,
title = "Confidence Intervals for the Shape Parameter of a Pareto Distribution",
abstract = "The Pareto distributions are applied in many areas of research, such as astronomy, bibliometrics, biology, demography, insurance and risk management. In this paper, we compare the performance of the asymptotic confidence intervals for the Pareto shape parameter based on asymptotic distributions of the maximum likelihood and moment estimators. A simulation study is used to compare these confidence intervals via their coverage probabilities.",
author = "Ayana Mateus and Frederico Caeiro",
note = "Funding Information: This work was partially supported by the Funda{\c c}{\~a}o para a Ci{\^e}ncia e a Tecnologia (Portuguese Foundation for Science and Technology) through the project UIDB/00297/2020 (Centro de Matem{\'a}tica e Aplica{\c c}{\~o}es). Publisher Copyright: {\textcopyright} 2022 American Institute of Physics Inc.. All rights reserved.; International Conference on Numerical Analysis and Applied Mathematics 2020, ICNAAM 2020 ; Conference date: 17-09-2020 Through 23-09-2020",
year = "2022",
month = apr,
day = "6",
doi = "10.1063/5.0081541",
language = "English",
series = "AIP Conference Proceedings",
publisher = "AIP - American Institute of Physics",
editor = "Simos, {T. E.} and Ch. Tsitouras",
booktitle = "International Conference on Numerical Analysis and Applied Mathematics, ICNAAM 2020",
address = "United States",
}