From the general affine transform family to a Pareto type IV model

DOI10.1155/2009/364901zbMATH Open1201.62031OpenAlexW2083108546WikidataQ58648708 ScholiaQ58648708MaRDI QIDQ609671FDOQ609671

Authors: Werner Hürlimann 

Publication date: 1 December 2010

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/227711

Recommendations

• General affine transform families: why is the Pareto an exponential transform?
• Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables
• Transmuted Pareto distribution
• A family of lifetime distributions
• A flexible family of multivariate Pareto distributions

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Statistical Size Distributions in Economics and Actuarial Sciences
• Higher degree stop-loss transforms and stochastic orders — (II) Applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Transformation theory: How normal is a family of distributions?
• General affine transform families: why is the Pareto an exponential transform?
• An empirical estimation procedure
• On the characterization of maximum likelihood estimators for location-scale families
• General location transform of the order statistics from the exponential, pareto and weibull, with application to maximum likelihood estimation

Cited In (2)

• General affine transform families: why is the Pareto an exponential transform?
• On \(1/f\) noise

This page was built for publication: From the general affine transform family to a Pareto type IV model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q609671)