The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions

DOI10.1081/STA-120037438zbMath1134.62313WikidataQ56091805 ScholiaQ56091805MaRDI QIDQ3155351

Publication date: 14 January 2005

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10) Inference from stochastic processes (62M99)

Related Items

Harmonic statistics ⋮ Beyond lognormal inequality: the Lorenz flow structure ⋮ Inequality spectra ⋮ A new class of copula regression models for modelling multivariate heavy-tailed data ⋮ Power-law and exponential rank distributions: a panoramic Gibbsian perspective ⋮ On modelling asymmetric data using two-piece sinh-arcsinh distributions ⋮ Lindy's law ⋮ Investigating equality: the Rényi spectrum ⋮ Average is over ⋮ Double Pareto Lognormal Distributions in Complex Networks ⋮ Financial networks and interconnectedness in an advanced emerging market economy ⋮ A global optimisation approach for parameter estimation of a mixture of double Pareto lognormal and lognormal distributions ⋮ Income inequality decomposition using a finite mixture of log-normal distributions: a Bayesian approach ⋮ Beta rank function: A smooth double-Pareto-like distribution ⋮ On the physical interpretation of statistical data from black-box systems ⋮ Investigating equality: the poverty and riches indices ⋮ On the instability of two entropic dynamical models ⋮ Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions ⋮ Bayesian inference for double Pareto lognormal queues ⋮ Two nested families of skew-symmetric circular distributions ⋮ The size distribution of ‘cities’ delineated with a network theory‐based method and mobile phone GPS data ⋮ From Pareto to Weibull – A Constructive Review of Distributions on ℝ⁺ ⋮ Parameter estimation for power function-lognormal composite distribution ⋮ From micro-correlations to macro-correlations ⋮ Global-scale statistical modelling of the radiative power released by vegetation fires using a doubly truncated lognormal body distribution with generalized Pareto tails ⋮ Restricted minimum volume confidence region for Pareto distribution ⋮ From Gini to Bonferroni to Tsallis: an inequality-indices trek ⋮ On the probability distribution of economic growth ⋮ Letter to the editor: Correction to “The Normal-Laplace distribution and its relatives” ⋮ Test of two hypotheses explaining the size of populations in a system of cities ⋮ Generalized normal-Laplace AR process ⋮ Some skew symmetric inverse reflected distributions ⋮ Tournament rewards and heavy tails ⋮ Fitting probability distributions to economic growth: a maximum likelihood approach ⋮ On estimation for the Pareto distribution ⋮ Univariate \(L^p\) and \(l^p\) averaging, \(0<p<1\), in polynomial time by utilization of statistical structure ⋮ Bimodal t-ratios: the impact of thick tails on inference ⋮ A tour of inequality ⋮ Analysis of an aggregate loss model in a Markov renewal regime ⋮ GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA ⋮ Autoregressive processes with normal-Laplace marginals ⋮ Mixture of transmuted Pareto distribution: properties, applications and estimation under Bayesian framework ⋮ Power-Law Adjusted Survival Models ⋮ The accumulative law and its probability model: an extension of the Pareto distribution and the log-normal distribution ⋮ A flexible parametric survival model which allows a bathtub-shaped hazard rate function ⋮ Zipf's law and maximum sustainable growth ⋮ Power-law connections: from Zipf to Heaps and beyond ⋮ Information matrices for Laplace and Pareto mixtures ⋮ On social inequality: analyzing the rich-poor disparity ⋮ Hierarchical socioeconomic fractality: the rich, the poor, and the middle-class ⋮ From entropy-maximization to equality-maximization: Gauss, Laplace, Pareto, and Subbotin ⋮ Average-case approximation ratio of scheduling without payments ⋮ A pentatonic classification of extreme events ⋮ A note on an integer valued time series model with Poisson–negative binomial marginal distribution ⋮ Bayesian Analysis of a Queueing System with a Long-Tailed Arrival Process ⋮ A product autoregressive model with log-Laplace marginal distribution ⋮ From the central limit theorem to heavy-tailed distributions ⋮ Lorenz and polarization orderings of the double-Pareto lognormal distribution and other size distributions ⋮ A Novel Asymmetric Distribution with Power Tails ⋮ Brownian–Laplace Motion and Its Use in Financial Modelling

Cites Work