Statistical inference for a new class of multivariate Pareto distributions (Q2809618)
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scientific article; zbMATH DE number 6587396
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| English | Statistical inference for a new class of multivariate Pareto distributions |
scientific article; zbMATH DE number 6587396 |
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Statistical Inference for a New Class of Multivariate Pareto Distributions (English)
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30 May 2016
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common shock model
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expectation-maximization algorithm
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maximum likelihood estimation
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method of moments
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multivariate Pareto distribution
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0.8322436213493347
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0.8226984739303589
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0.8054768443107605
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0.7998356819152832
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