scientific article; zbMATH DE number 5604057
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(only showing first 100 items - show all)- Estimation of the generalized Pareto distribution
- Multivariate semi-Weibull distributions
- A general methodology for determining distributional forms with applications in reliability
- Elliptical Lorenz curves
- A logistic process constructed using geometric minimization
- The existence of population inequality measures
- On robust estimation of the common scale parameter of several Pareto distributions
- On using Lehmann alternatives with nonresponders
- Logistic and semi-logistic processes
- Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio
- Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve
- Majorization in economic disparity measures
- Estimating dimension from small samples
- Definitions, characterizations and structural properties of probability distributions similar to the exponential
- A generalization of the beta distribution with applications
- Bivariate semi-Pareto distributions and processes
- On determining the number of outliers in exponential and Pareto samples
- Are rich people smarter?
- Influence functions of empirical nonparametric estimators of net reinsurance premiums
- Some properties and characterizations for generalized multivariate Pareto distributions
- Lorenz ordering of order statistics from log-logistic and related distributions
- On Bayesian interval prediction of future records
- Bayesian approach to estimation of ordered uniform scale parameters
- Six multivariate Zipf distributions and their related properties
- Parameter specification for the degree distribution of simulated Barabási-Albert graphs
- The joint distribution of the sum and maximum of dependent Pareto risks
- An analysis of relationship among income inequality, poverty, and income mobility, based on distribution functions
- Partial or complete characterization of a bivariate distribution based on one conditional distribution and partial specification of the mode function of the other conditional distribution
- A discrete truncated Pareto distribution
- Weighted risk capital allocations in the presence of systematic risk
- Estimation of a scale parameter in mixture models with unknown location
- Bivariate distributions with Pareto conditionals
- Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.
- Bayesian predictive density of order statistics based on finite mixture models
- Fisher information matrix for the Feller-Pareto distribution
- Contorted uniform and Pareto distributions
- Empirical Bayes estimation of the scale parameter in a Pareto distribution
- Lorenz ordering of generalized beta-II income distributions
- Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling
- On the usefulness of the logarithmic skew normal distribution for describing claims size data
- A generalization of the power law distribution with nonlinear exponent
- 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
- Pareto parameters estimation using moving extremes ranked set sampling
- Parameter estimation for the Pareto distribution based on ranked set sampling
- Systems of frequency distributions for water and environmental engineering
- 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
- A new discrete Pareto type (IV) model: theory, properties and applications
- Restricted minimum volume confidence region for Pareto distribution
- A multidimensional Lorenz dominance relation
- Simplification of joint confidence regions for the parameters of the Pareto distribution
- Parameter estimation of the generalized Pareto distribution. I
- Parameter estimation of the generalized Pareto distribution. II
- Bayes estimation of dynamic cumulative residual entropy for Pareto distribution under type-II right censored data
- The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution
- On inference of overlapping coefficients in two \textit{Lomax} populations using different sampling methods
- Extremes of scale mixtures of multivariate time series
- Risk aggregation in multivariate dependent Pareto distributions
- Progressive censoring methodology: an appraisal (with comments and rejoinder)
- Estimation of the order restricted scale parameters for two populations from the Lomax distribution
- Multiple risk factor dependence structures: distributional properties
- A double generalized Pareto distribution
- Simple risk measure calculations for sums of positive random variables
- Power-law distributions in binned empirical data
- A contribution to multivariate L-moments: L-comoment matrices
- Strong, weak and false inverse power laws
- Characterizations based on measure of inaccuracy for truncated random variables
- Convergence rates for empirical Bayes estimation of the scale parameter in a Pareto distribution
- On the parameters of Zenga distribution
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type
- Risk aggregation and capital allocation using a new generalized Archimedean copula
- Asymptotic behavior of some cone-valued infinitely divisible stochastic process through projection
- Record-breaking data: a parametric comparison of the inverse-sampling and the random-sampling schemes
- Multivariate Weibull and Pareto distributions in Hilbert space
- Fisher information matrix for the generalized Feller-Pareto distribution
- A study of the Gamma-Pareto (IV) distribution and its applications
- Statistical inference for a new class of multivariate Pareto distributions
- Bayesian inference for the offered optical network unit load
- On the bias of the maximum likelihood estimator for the two-parameter Lomax distribution
- Reducing bias of the maximum-likelihood estimation for the truncated Pareto distribution
- An extended Lomax distribution
- Pareto analysis based on records
- On the extremal behavior of a Pareto process: an alternative for ARMAX modeling
- Inference and optimal design based on step -- partially accelerated life tests for the generalized Pareto distribution under progressive type-I censoring
- Bayesian prediction of order statistics with fixed and random sample sizes based on k-record values from Pareto distribution
- The characterization of the symmetric Lorenz curves by doubly truncated mean function
- The Generalized Marshall–Olkin Type Multivariate Pareto Distributions
- Financial market dynamics: superdiffusive or not?
- Goodness-of-fit tests for the Pareto distribution based on its characterization
- Background risk models and stepwise portfolio construction
- A Novel Asymmetric Distribution with Power Tails
- Information Measures for Some Well-Known Families
- Inference for a hidden truncated (both-sided) bivariate Pareto (II) distribution
- Multivariate Pareto Distributions: Inference and Financial Applications
- Statistical inference based on record data from Pareto model
- Some Related Minima Stability and Minima Infinite Divisibility of the General Multivariate Pareto Distributions
- Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
- Estimations for Pareto Model Using General Progressive Censored Data and Asymmetric Loss
- New goodness-of-fit tests for Pareto distributions
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