Using jackknife to correct bias of MLE for the truncated Pareto distribution
作者： Fen Jiang , Jin Zhang
DOI: 10.1080/03610918.2017.1422753
关键词:
摘要: The Pareto distribution is a well-known probability in statistics, which has been widely used many fields, such as finance, physics, hydrology, geology and astronomy. However, the p...
sci-hub.se 参考文章(19)
Jan Beirlant, Isabel Fraga Alves, Ivette Gomes, Tail fitting for truncated and non-truncated Pareto-type distributions Extremes. ,vol. 19, pp. 429- 462 ,(2016) , 10.1007/S10687-016-0247-3
A. M. Nigm, Essam K. Al-Hussaini, Zeinhum F. Jaheen, Bayesian one-sample prediction of future observations under Pareto distribution Statistics. ,vol. 37, pp. 527- 536 ,(2003) , 10.1080/02331880310001598837
Arturo J Fernández, None, Minimizing the area of a Pareto confidence region European Journal of Operational Research. ,vol. 221, pp. 205- 212 ,(2012) , 10.1016/J.EJOR.2012.03.007
Samuel Kotz, N. Balakrishnan, Norman Lloyd Johnson, Continuous univariate distributions ,(1994)
Arturo J Fernández, None, Smallest Pareto confidence regions and applications Computational Statistics & Data Analysis. ,vol. 62, pp. 11- 25 ,(2013) , 10.1016/J.CSDA.2012.12.016
Barry C. Arnold, S. James Press, Bayesian Estimation and Prediction for Pareto Data Journal of the American Statistical Association. ,vol. 84, pp. 1079- 1084 ,(1989) , 10.1080/01621459.1989.10478875
Ammar M. Sarhan, Estimations of parameters in Pareto reliability model in the presence of masked data Reliability Engineering & System Safety. ,vol. 82, pp. 75- 83 ,(2003) , 10.1016/S0951-8320(03)00125-X
Mei Ling Huang, Vincenzo Coia, Percy Brill, A Cluster Truncated Pareto Distribution and Its Applications International Scholarly Research Notices. ,vol. 2013, pp. 1- 10 ,(2013) , 10.1155/2013/265373
Zhenmin Chen, Joint Confidence Region for the Parameters of Pareto Distribution Metrika. ,vol. 44, pp. 191- 197 ,(1996) , 10.1007/BF02614065
M.A. Beg, Estimation of the Tail Probability of the Truncated Pareto Distribution Journal of Information and Optimization Sciences. ,vol. 2, pp. 192- 198 ,(1981) , 10.1080/02522667.1981.10698701