A robust and efficient estimator for the tail index of inverse Pareto distribution

DOI10.1016/J.PHYSA.2018.11.029MaRDI QIDQ2156169zbMATH OpenOpenAlexWikidataFDO

Authors Muhammad Aslam Mohd Safari, Nurulkamal Masseran, Kamarulzaman Ibrahim, Saiful Izzuan Hussain

Publication date 15 July 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2018.11.029

zbMATH Keywords

inverse Pareto distributioninverse Pareto tail indexM-estimatorpower-law distributionrobust estimation

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites work

• A robust semi-parametric approach for measuring income inequality in Malaysia
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• Income distribution and inequality measurement: the problem of extreme values
• Pareto tail index estimation revisited
• Power-law distributions in empirical data
• Robust Statistics
• Statistical Size Distributions in Economics and Actuarial Sciences
• The size distributions of all Indian cities

Cited in

(7)

• Stress-strength reliability inference for the Pareto distribution with outliers
• The exponential Pareto model with hidden income processes: evidence from Chile
• Measuring income inequality: a robust semi-parametric approach
• A robust semi-parametric approach for measuring income inequality in Malaysia
• An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index
• A Simple Estimator for the Shape Parameter of the Pareto Distribution with Economics and Medical Applications
• The properties of inverse Pareto distribution and its application to extreme events

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