Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale

DOI10.1007/S42519-018-0009-4MaRDI QIDQ2322015zbMATH OpenOpenAlexFDO

Authors Arabin Kumar Dey, Biplab Paul

Publication date 27 August 2019

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.09974

zbMATH Keywords

EM Algorithmpseudo-likelihood functionbivariate Pareto distributionjoint probability density function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Abstract: Recently Asimit et. al used an EM algorithm to estimate Marshall-Olkin bivariate Pareto distribution. The distribution has seven parameters. We describe few alternative approaches of EM algorithm. A numerical simulation is performed to verify the performance of different proposed algorithms. A real-life data analysis is also shown for illustrative purposes.

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• scientific article; zbMATH DE number 7468479

Cites work

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Cited in

(1)

• Estimating the parameters of the bivariate Burr type III distribution by EM algorithm

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