Parameter Estimation for the Truncated Pareto Distribution
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Publication:5754937
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- Improved estimators for parameters of a Pareto distribution with a restricted scale
- A discrete truncated Pareto distribution
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data
- Estimating the parameters of a tapered Pareto distribution
- Handling missing extremes in tail estimation
- Estimation and inference about tail features with tail censored data
- Estimates based on sequential order statistics with the two-parameter Pareto distribution
- Inference of constant-stress accelerated life test for a truncated distribution under progressive censoring
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- Second-order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions
- Interval estimation for a lower-truncated distribution based on the double type-II censored sample
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- Parameter estimation for exponentially tempered power law distributions
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- Macroscopic relationship in primal-dual portfolio optimization problem
- Univariate and multivariate Pareto models
- Penalized KS method to fit data sets with power law distribution over a bounded subinterval
- Reliability analysis for stress-strength model from a general family of truncated distributions under censored data
- Using jackknife to correct bias of MLE for the truncated Pareto distribution
- Tail fitting for truncated and non-truncated Pareto-type distributions
- Computation and estimation of reliability for some bivariate copulas with Pareto marginals
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- An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto Distribution
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- Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not?
- Sample Path Large Deviations for Order Statistics
- Tempered stable laws as random walk limits
- A computational approach to estimation of discrete Pareto parameters
- A discrete truncated Zipf distribution
- From Pareto to Weibull – A Constructive Review of Distributions on ℝ+
- Modeling and simulation of financial returns under non-Gaussian distributions
- Discrete truncated power-law distributions
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- Reliability estimation of s -out-of- k system with Kumaraswamy distribution based on partially constant stress accelerated life tests
- Stochastic episodes driven by truncated exponential observations
- Inference of \(\boldsymbol{P(X<Y<Z)}\) for unit exponentiated half logistic distribution with upper record ranked set samples
- First exit and Dirichlet problem for the nonisotropic tempered -stable processes
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- A note on linear processes with tapered innovations
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