Parameter estimation of the Pareto distribution using a pivotal quantity

Author:

Kim Joseph H.T.,Ahn Sanghyun,Ahn Soohan

Funder

National Research Foundation of Korea

University of Seoul

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference16 articles.

1. Entropy-based goodness-of-fit tests for the pareto I distribution;Afhami;Communications in Statistics-Theory and Methods,2017

2. Bayesian estimation and prediction for pareto data;Arnold;Journal of the American Statistical Association,1989

3. Practical analysis of extreme values;Beirlant,1996

4. Tail index estimation, pareto quantile plots regression diagnostics;Beirlant;Journal of the American Statistical Association,1996

5. Robust estimation of tail parameters for two-parameter pareto and exponential models via generalized quantile statistics;Brazauskas;Extremes,2000

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