On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model

DOI10.1080/03610926.2021.2004422MaRDI QIDQ6115010zbMATH OpenOpenAlexFDO

Authors

Publication date 12 July 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.2004422

zbMATH Keywords

asymptotic distributionbivariate Pareto (type II) distributionconstrained optimizationhidden truncationlikelihood ratio testmethod of maximum likelihoodobserved Fisher information matrixtwo-sided truncation

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• Estimation of the Pareto law from underreported data. A further analysis
• Fitting competing risks data to bivariate Pareto models
• Hidden truncation in multivariate Pareto (II) data: properties and inference
• scientific article; zbMATH DE number 5604057 (Why is no real title available?)
• scientific article; zbMATH DE number 51382 (Why is no real title available?)
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• scientific article; zbMATH DE number 3074531 (Why is no real title available?)
• Identification of models using failure rate and mean residual life of doubly truncated random variables
• Inference for a hidden truncated (both-sided) bivariate Pareto (II) distribution
• Multivariate normal distribution approaches for dependently truncated data
• On the bias of the maximum likelihood estimator for the two-parameter Lomax distribution
• On the estimation of the Pareto law from under-reported data
• Pareto and Generalized Pareto Distributions
• Pareto distributions
• Statistical Inference for the Generalized Pareto Distribution: Maximum Likelihood Revisited

Cited in

(2)

• Hidden truncation in multivariate Pareto (II) data: properties and inference
• On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (Type IV) model

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