scientific article; zbMATH DE number 5604057

zbMATH Open1169.62307MaRDI QIDQ3395941FDOQ3395941

Publication date: 15 September 2009

Title of this publication is not available (Why is that?)

Exact distribution theory in statistics (62E15) Parametric hypothesis testing (62F03) Point estimation (62F10) Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (only showing first 100 items - show all)

A novel weighted likelihood estimation with empirical Bayes flavor
An analysis of relationship among income inequality, poverty, and income mobility, based on distribution functions
Pareto Regression: A Bayesian Analysis
On determining the number of outliers in exponential and Pareto samples
Estimation of the order restricted scale parameters for two populations from the Lomax distribution
Some Related Minima Stability and Minima Infinite Divisibility of the General Multivariate Pareto Distributions
On the usefulness of the logarithmic skew normal distribution for describing claims size data
A generalization of the power law distribution with nonlinear exponent
Parameter specification for the degree distribution of simulated Barabási-Albert graphs
Asymptotic results in partially non-regular log-exponential distributions
Exponentiated Pareto distributions
Influence functions of empirical nonparametric estimators of net reinsurance premiums
On the bias of the maximum likelihood estimator for the two-parameter Lomax distribution
Statistical inference for a new class of multivariate Pareto distributions
Modelling insurance data with the Pareto arctan distribution
A logistic process constructed using geometric minimization
\(\beta\)-entropy for Pareto-type distributions and related weighted distributions
Six multivariate Zipf distributions and their related properties
Three general multivariate semi-Pareto distributions and their characterizations
Weighted risk capital allocations in the presence of systematic risk
On robust estimation of the common scale parameter of several Pareto distributions
Pareto parameters estimation using moving extremes ranked set sampling
On using Lehmann alternatives with nonresponders
Contorted uniform and Pareto distributions
The joint distribution of the sum and maximum of dependent Pareto risks
Risk aggregation in multivariate dependent Pareto distributions
The Generalized Marshall–Olkin Type Multivariate Pareto Distributions
Risk aggregation and capital allocation using a new generalized Archimedean copula
Parameter estimation for the Pareto distribution based on ranked set sampling
A discrete truncated Pareto distribution
Moment ideals of local Dirac mixtures
A form of multivariate Pareto distribution with applications to financial risk measurement
Multivariate semi-Weibull distributions
Pareto analysis based on records
Majorization in economic disparity measures
Empirical Bayes estimation of the scale parameter in a Pareto distribution
Estimating dimension from small samples
A new regression model for positive random variables with skewed and long tail
A study of bivariate generalized Pareto distribution and its dependence structure among model parameters
AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS
On inference of overlapping coefficients in two \textit{Lomax} populations using different sampling methods
Definitions, characterizations and structural properties of probability distributions similar to the exponential
Celebrating the Memory of Corrado Gini: a Personality Out of the Ordinary
Restricted minimum volume confidence region for Pareto distribution
A method for estimating lorenz curves
Lorenz ordering of order statistics from log-logistic and related distributions
A study of the Gamma-Pareto (IV) distribution and its applications
A LAN based Neyman smooth test for Pareto distributions
Conditional specifications of multivariate pareto and student distributions
The global minimum variance unbiased estimator of the parameter for a truncated parameter family under the optimal ranked set sampling
Lorenz ordering of generalized beta-II income distributions
Using jackknife to correct bias of MLE for the truncated Pareto distribution
The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution
Simplification of joint confidence regions for the parameters of the Pareto distribution
Reducing bias of the maximum-likelihood estimation for the truncated Pareto distribution
Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type
Correlations in bivariate Pareto distributions
Tail risk measures using flexible parametric distributions
Forecasting market risk using ultra-high-frequency data and scaling laws
Multivariate Weibull and Pareto distributions in Hilbert space
Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling
A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics
A note on class of Weibull-Pareto distribution
Extremes of scale mixtures of multivariate time series
Financial market dynamics: superdiffusive or not?
Information Measures for Some Well-Known Families
Ranked set sampling with lowest order statistics for Pareto distribution
The Lomax-Lindley distribution: properties and applications to lifetime data
Alpha-parallel priors on a one-sided truncated exponential family
Title not available (Why is that?)
Bayes estimation of dynamic cumulative residual entropy for Pareto distribution under type-II right censored data
Systems of frequency distributions for water and environmental engineering
Two multivariate generalized beta families
A novel approach for analyzing system reliability using generalized intuitionistic fuzzy Pareto lifetime distribution
Comparisons of the largest order statistics under general exponential Pareto distribution
Fisher information matrix for the generalized Feller-Pareto distribution
Conditional specifications of multivariate pareto and student distributions
The arctan family of distributions: New results with applications
A new formulation of the dagum distribution in terms of income inequality and poverty measures
A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications
Bayesian inference for the offered optical network unit load
Estimation on Lomax progressive censoring using the EM algorithm
A comparison of the GB2 and skewed generalized log-t distributions with an application in finance
The full tails gamma distribution applied to model extreme values
Pareto analysis for the lifetime performance index of products on the basis of progressively first-failure-censored batches under balanced symmetric and asymmetric loss functions
Multiple risk factor dependence structures: distributional properties
Residual life functionals at great age
On the hidden truncated bivariate Pareto (IV) model and associated inferential issues
Testing nonlinearity of heavy-tailed time series
Bayesian prediction of order statistics with fixed and random sample sizes based on \(k\)-record values from Pareto distribution
Bayesian statistical inference in the paretian law
A note on the complementary mixture Pareto II distribution
A double generalized Pareto distribution
Fisher–Rao geometry and Jeffreys prior for Pareto distribution
Inference for a hidden truncated (both-sided) bivariate Pareto (II) distribution
Asymptotic behavior of some cone-valued infinitely divisible stochastic process through projection
On the extremal behavior of a Pareto process: an alternative for ARMAX modeling
Record values of the Lomax distribution
A Pareto scale-inflated outlier model and its Bayesian analysis
On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3395941)