Fisher information matrix for the Feller-Pareto distribution
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- A. C. Kimber, 1983. "Trimming in Gamma Samples," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 32(1), pages 7-14, March.
- Vytaras Brazauskas & Robert Serfling, 2000. "Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution," North American Actuarial Journal, Taylor & Francis Journals, vol. 4(4), pages 12-27.
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"Volatility Modeling with a Generalized t Distribution,"
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- Andrew Harvey & Rutger-Jan Lange, 2015. "Volatility Modeling with a Generalized t-distribution," Cambridge Working Papers in Economics 1517, Faculty of Economics, University of Cambridge.
- Gholamreza Hajargasht & William E. Griffiths, 2016. "Inference for Lorenz Curves," Department of Economics - Working Papers Series 2022, The University of Melbourne.
- Stanislaw Maciej Kot & Piotr Paradowski, 2022. "The Atlas of Inequality Aversion: Theory and Empirical Evidence from the Luxembourg Income Study Database," LIS Working papers 826, LIS Cross-National Data Center in Luxembourg.
- Park, Jeong-Soo & Yoon Kim, Tae, 2007. "Fisher information matrix for a four-parameter kappa distribution," Statistics & Probability Letters, Elsevier, vol. 77(13), pages 1459-1466, July.
- Paul Larsen, 2015. "Asyptotic Normality for Maximum Likelihood Estimation and Operational Risk," Papers 1508.02824, arXiv.org, revised Aug 2016.
- Monique Graf & Desislava Nedyalkova, 2014. "Modeling of Income and Indicators of Poverty and Social Exclusion Using the Generalized Beta Distribution of the Second Kind," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(4), pages 821-842, December.
- Masato Okamoto, 2013. "Extension of the κ-generalized distribution: new four-parameter models for the size distribution of income and consumption," LIS Working papers 600, LIS Cross-National Data Center in Luxembourg.
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Keywords
Digamma function Fisher information Pareto models Transformed beta family Trigamma function;Statistics
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