Pareto Regression: A Bayesian Analysis

DOI10.1081/STA-120021328MaRDI QIDQ4707033zbMATH OpenOpenAlexFDO

Authors Efthymios G. Tsionas

Publication date 4 June 2003

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120021328

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• A comparison of estimation techniques for the three parameter pareto distribution
• Bayesian Estimation and Prediction for Pareto Data
• Bayesian prediction bounds for the pareto lifetime model
• Convergence rates for empirical Bayes estimation of the scale parameter in a Pareto distribution
• Estimating survivor function using optimally selected order statistics
• Estimation in the Pareto distribution
• Estimators Based on Order Statistics from a Pareto Distribution
• scientific article; zbMATH DE number 5604057 (Why is no real title available?)
• Interval prediction for Pareto and exponential observables
• Large sample estimation of Pareto quantiles using selected order statistics
• Markov chains for exploring posterior distributions. (With discussion)
• On inference for a mixture of a poisson and a degenerate distribution
• Posterior analysis, prediction and reliability in three-parameter weibull distributions
• Sampling-Based Approaches to Calculating Marginal Densities
• Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
• The Calculation of Posterior Distributions by Data Augmentation
• The Pareto Distribution as a Queue Service Discipline

Cited in

(5)

• Bayes Analysis of a Three-Parameter Pareto Distribution via Sample Based Approaches
• scientific article; zbMATH DE number 4076412 (Why is no real title available?)
• A Pareto scale-inflated outlier model and its Bayesian analysis
• Bayesian inference for hidden truncation Pareto (II) models
• Heavy-tailed longitudinal data modeling using copulas

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