scientific article; zbMATH DE number 6425310
From MaRDI portal
Publication:5245829
zbMath1361.62004MaRDI QIDQ5245829
Publication date: 15 April 2015
Full work available at URL: http://www.crcnetbase.com/isbn/9781466584853
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Point estimation (62F10) Exact distribution theory in statistics (62E15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Statistical methods; economic indices and measures (91B82)
Related Items (70)
Harmonic statistics ⋮ The Advantages of Using Group Means in Estimating the Lorenz Curve and Gini Index From Grouped Data ⋮ The E-Bayesian estimation and its E-MSE of Pareto distribution parameter under different loss functions ⋮ Bayesian inference for hidden truncation Pareto (IV) models ⋮ Spectral distribution of the sample covariance of high-dimensional time series with unit roots ⋮ Beyond lognormal inequality: the Lorenz flow structure ⋮ Inequality spectra ⋮ A bivariate distribution with Lomax and geometric margins ⋮ Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization ⋮ Risk aggregation in multivariate dependent Pareto distributions ⋮ Producing suprathermal tails in the stationary velocity distribution ⋮ A new omnibus test of fit based on a characterization of the uniform distribution ⋮ Lindy's law ⋮ The joint distribution of the sum and the maximum of heterogeneous exponential random variables ⋮ Investigating equality: the Rényi spectrum ⋮ Average is over ⋮ On a new Pareto-type distribution with applications in the study of income inequality and risk analysis ⋮ ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION ⋮ E-Bayesian estimation of the exponentiated distribution family parameter under LINEX loss function ⋮ Weak laws of large numbers for maximal weighted sums of random variables ⋮ New stochastic comparisons based on tail value at risk measures ⋮ Efficient empirical Bayes estimates for risk parameters of Pareto distributions ⋮ E-Bayesian estimations of parameter and its evaluation standard: E-MSE (expected mean square error) under different loss functions ⋮ Multiple risk factor dependence structures: distributional properties ⋮ Renewal theory for extremal Markov sequences of Kendall type ⋮ On a new generalization of Pareto distribution and its applications ⋮ Risk aggregation and capital allocation using a new generalized Archimedean copula ⋮ Portfolio risk analysis of excess of loss reinsurance ⋮ Odd Pareto families of distributions for modeling loss payment data ⋮ On a Feller–Jajte strong law of large numbers ⋮ An uniqueness theorem for characteristic functions ⋮ A computational approach to estimation of discrete Pareto parameters ⋮ Asymptotic properties of extremal Markov processes driven by Kendall convolution ⋮ Reduced bias estimation of the shape parameter of the log-logistic distribution ⋮ Finite-sample performance of the T- and W-estimators for the Pareto tail index under data truncation and censoring ⋮ Testing for the Pareto type I distribution: a comparative study ⋮ stratifyR: An R Package for optimal stratification and sample allocation for univariate populations ⋮ From Pareto to Weibull – A Constructive Review of Distributions on ℝ+ ⋮ Bayesian estimation of discrete exponentiated Pareto distribution ⋮ The E-Bayesian and hierarchical Bayesian estimations of Pareto distribution parameter under different loss functions ⋮ Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling ⋮ On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model ⋮ Hidden truncation in multivariate Pareto (II) data: properties and inference ⋮ Risk aggregation with FGM copulas ⋮ Copula-based conditional tail indices ⋮ Lorenz order with common finite support ⋮ Effect of density-dependent individual movement on emerging spatial population distribution: Brownian motion vs levy flights ⋮ Unnamed Item ⋮ An introduction to copula-based bivariate reliability Concepts ⋮ On the capacity of the Gini index to represent income distributions ⋮ A tour of inequality ⋮ The Poisson aggregation process ⋮ A generalization of the power law distribution with nonlinear exponent ⋮ A new weighted quantile regression ⋮ AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS ⋮ On the service time in a workload-barrier \(\mathrm{M}/\mathrm{G}/1\) queue with accepted and blocked customers ⋮ IPO estimation of heaviness of the distribution beyond regularly varying tails ⋮ The multiple Cantelli inequalities ⋮ A study of bivariate generalized Pareto distribution and its dependence structure among model parameters ⋮ Five degrees of randomness ⋮ Unnamed Item ⋮ A review of goodness of fit tests for Pareto distributions ⋮ Assessing transfer functions in control systems ⋮ Improved estimators of the entropy in scale mixture of exponential distributions ⋮ Empirical tail conditional allocation and its consistency under minimal assumptions ⋮ Power laws, the price model, and the Pareto type-2 distribution ⋮ Exact strong laws for functions from the bivariate Pareto distribution ⋮ Confidence regions for Pareto parameters from a single and independent samples ⋮ Tail-behavior roadmap for sharp restart ⋮ Diversity of sharp restart
This page was built for publication:
