Estimation of the Pareto law from underreported data. A further analysis
From MaRDI portal
Publication:1229542
DOI10.1016/0304-4076(77)90031-8zbMath0335.62072OpenAlexW1597510686MaRDI QIDQ1229542
David V. Hinkley, Nagesh S. Revankar
Publication date: 1977
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(77)90031-8
Related Items (22)
Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression ⋮ Bayesian estimation of electricity price risk with a multi-factor mixture of densities ⋮ Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution ⋮ On Quantile‐based Asymmetric Family of Distributions: Properties and Inference ⋮ A note on computing maximum likelihood estimates for the three-parameter asymmetric Laplace distribution ⋮ On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model ⋮ On moment-type estimators for a class of log-symmetric distributions ⋮ Multitude of Laplace distributions ⋮ Testing symmetry under a skew Laplace model. ⋮ Unnamed Item ⋮ An alternative discrete skew Laplace distribution ⋮ On a transform for modeling skewness ⋮ Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model ⋮ Creating new distributions by blunting cusps ⋮ The Two-Piece Normal-Laplace Distribution ⋮ A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations ⋮ Linear quantile mixed models ⋮ A comparison of mean-based and quantile regression methods for analyzing self-report dietary intake data ⋮ Laplace random variables with application to price indices ⋮ A product autoregressive model with log-Laplace marginal distribution ⋮ Two-sided exponential-geometric distribution: inference and volatility modeling ⋮ On the likelihood function of small time variance Gamma Lévy processes
Cites Work
- Unnamed Item
- Unnamed Item
- Random fluctuations of response rate
- On the estimation of the Pareto law from under-reported data
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- The Estimation of Moments for a Pareto Distribution Subject to Both Sampling and Grouping Errors
- Note on the Consistency of the Maximum Likelihood Estimate
This page was built for publication: Estimation of the Pareto law from underreported data. A further analysis