Explicit expressions for moments of Pareto order statistics
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Publication:3577147
DOI10.1080/14697680902927894zbMATH Open1194.91203OpenAlexW4253547930MaRDI QIDQ3577147FDOQ3577147
Authors: Saralees Nadarajah 
Publication date: 5 August 2010
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680902927894
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
Cites Work
- Statistical inference using extreme order statistics
- Statistical Size Distributions in Economics and Actuarial Sciences
- On the theory of order statistics
- Title not available (Why is that?)
- Computing the moments of order statistics from nonidentical random variables
- Inference and Prediction for a General Order Statistic Model With Unknown Population Size
- Title not available (Why is that?)
- RECURRENCE RELATIONS FOR SINGLE AND PRODUCT MOMENTS OF GENERALIZED ORDER STATISTICS FROM PARETO, GENERALIZED PARETO, AND BURR DISTRIBUTIONS
- Premium Calculation for Fat-tailed Risk
Cited In (5)
- Exact laws for sums of ratios of order statistics from the Pareto distribution
- Distributional properties of order statistics from Pareto distributions with three parameters
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- A note on moments of order statistics from the Pareto-Weibull distribution
- EXPLICIT EXPRESSIONS FOR MOMENTS OF F ORDER STATISTICS
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