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

DOI10.1007/S42519-018-0009-4zbMATH Open1481.60022arXiv1707.09974OpenAlexW2963392214MaRDI QIDQ2322015FDOQ2322015

Arabin Kumar Dey, Biplab Paul

Publication date: 27 August 2019

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

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.

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

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• scientific article; zbMATH DE number 7468479

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)

Cites Work

• An introduction to copulas.
• Bivariate generalized exponential distribution
• A Multivariate Exponential Distribution
• A new class of bivariate distributions and its mixture
• Estimating the parameters of the Marshall-Olkin bivariate Weibull distribution by EM algorithm
• A class of absolutely continuous bivariate distributions
• On a multivariate Pareto distribution
• Some properties and characterizations for generalized multivariate Pareto distributions
• Peaks-over-threshold stability of multivariate generalized Pareto distributions
• Title not available (Why is that?)
• A multivariate pareto distribution
• Statistical Inference for a New Class of Multivariate Pareto Distributions
• Title not available (Why is that?)

Uses Software

• evd

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