Although this artwork is titled “Nymph on Pan’s shoulders”, this is more than likely a maenad (hence the thyrsus she is holding, a symbol of Dionysos).
A thyrsus is a staff of giant fennel, covered with ivy vines and leaves, sometimes wound with taeniae, and always topped with a pine cone. Maenad’s, the raving ones, who worshiped and followed Dionysos, were often seen with Pan (as he is in the retenue of Dionysos as well). Perhaps, that was the artist’s true intention.