Add to ORKGThe Pareto distribution is a simple model for nonnegative data with a power law probability tail. In many practical applications, there is a natural upper bound that truncates the probability tail. This paper develops parameter estimates for the truncated Pareto distribution, including a simple test to detect whether a given sample is truncated. We illustrate these methods with applications from finance, hydrology and atmospheric science. Keywords and phrases: Pareto distribution, truncation, maximum likelihood estimator, order statistics, tail behavior
This study considers the estimation problem for the Pareto distribution based on progressive Type II...
New methods for classifying tails of probability distributions based on data are proposed. Some meth...
International audienceWe investigate the parametric maximum likelihood estimator for truncated data ...
The Pareto distribution is a simple model for nonnegative data with a power law probability tail. In...
This book presents new findings on nonregular statistical estimation. Unlike other books on this top...
The theme of this work is truncation. We revisit the truncated Pareto(TP) distribution, which is a u...
Estimation of the Pareto tail index from extreme order statistics is an important problem in many se...
This paper investigates the statistical properties of maximum likelihood estimation index of the Par...
Pareto distribution is one of the well known distributions used to fit heavy-tailed data. Various ge...
In this paper, closed form expressions for the moments of the truncated Pareto order statistics are ...
Abstract: The Pareto probability distribution is widely applied in different fields such us finance,...
The expectation of left truncated Waring and Pareto distributions is a linear function of the point ...
We introduce a robust and asymptotically unbiased estimator for the tail index of Pareto-type distri...
The task of estimating the parameters of the Pareto distribution, first of all, of an indicator of t...
This paper considers the problem of estimation of shape parameter of classical Pareto distribution u...
This study considers the estimation problem for the Pareto distribution based on progressive Type II...
New methods for classifying tails of probability distributions based on data are proposed. Some meth...
International audienceWe investigate the parametric maximum likelihood estimator for truncated data ...
The Pareto distribution is a simple model for nonnegative data with a power law probability tail. In...
This book presents new findings on nonregular statistical estimation. Unlike other books on this top...
The theme of this work is truncation. We revisit the truncated Pareto(TP) distribution, which is a u...
Estimation of the Pareto tail index from extreme order statistics is an important problem in many se...
This paper investigates the statistical properties of maximum likelihood estimation index of the Par...
Pareto distribution is one of the well known distributions used to fit heavy-tailed data. Various ge...
In this paper, closed form expressions for the moments of the truncated Pareto order statistics are ...
Abstract: The Pareto probability distribution is widely applied in different fields such us finance,...
The expectation of left truncated Waring and Pareto distributions is a linear function of the point ...
We introduce a robust and asymptotically unbiased estimator for the tail index of Pareto-type distri...
The task of estimating the parameters of the Pareto distribution, first of all, of an indicator of t...
This paper considers the problem of estimation of shape parameter of classical Pareto distribution u...
This study considers the estimation problem for the Pareto distribution based on progressive Type II...
New methods for classifying tails of probability distributions based on data are proposed. Some meth...
International audienceWe investigate the parametric maximum likelihood estimator for truncated data ...