Bayesian inference for hidden truncation Pareto (IV) models

DOI10.1080/00949655.2020.1765366OpenAlexW3025593862MaRDI QIDQ5036861

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Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1765366

zbMATH Keywords

Metropolis-Hastings algorithmBayesian inferencehidden truncationposterior simulationPareto (IV) distribution

Mathematics Subject Classification ID

Statistics (62-XX) Parametric inference (62Fxx) Distribution theory (60Exx)

Cites Work

• Bayesian inference for Pareto populations
• Inference from iterative simulation using multiple sequences
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• Conditional specification of statistical models.
• Estimation of the parameters of the Pareto distribution
• Bayesian Estimation and Prediction for Pareto Data
• A Function for Size Distribution of Incomes: A Further Comment
• On the hidden truncated bivariate Pareto (IV) model and associated inferential issues
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