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Parameter Estimation for the Truncated Pareto Distribution

Citations

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Cited by:

  1. Castillo, Joan del & Serra, Isabel, 2015. "Likelihood inference for generalized Pareto distribution," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 116-128.
  2. Li, Weijia & Roland, Gérard & Xie, Yang, 2020. "Erosion of state power, corruption control, and political stability," BOFIT Discussion Papers 5/2020, Bank of Finland, Institute for Economies in Transition.
  3. Shahzad Hussain & Sajjad Haider Bhatti & Tanvir Ahmad & Muhammad Ahmed Shehzad, 2021. "Parameter estimation of the Pareto distribution using least squares approaches blended with different rank methods and its applications in modeling natural catastrophes," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 107(2), pages 1693-1708, June.
  4. Franziska Bremus & Claudia M. Buch & Katheryn N. Russ & Monika Schnitzer, 2018. "Big Banks and Macroeconomic Outcomes: Theory and Cross‐Country Evidence of Granularity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1785-1825, December.
  5. Marek Arendarczyk & Tomasz J. Kozubowski & Anna K. Panorska, 2022. "The Greenwood statistic, stochastic dominance, clustering and heavy tails," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(1), pages 331-352, March.
  6. Khieu, Hoang & Wälde, Klaus, 2023. "Capital income risk and the dynamics of the wealth distribution," Economic Modelling, Elsevier, vol. 122(C).
  7. Reynkens, Tom & Verbelen, Roel & Beirlant, Jan & Antonio, Katrien, 2017. "Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions," Insurance: Mathematics and Economics, Elsevier, vol. 77(C), pages 65-77.
  8. Jan Beirlant & Andrzej Kijko & Tom Reynkens & John H. J. Einmahl, 2019. "Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 98(3), pages 1091-1113, September.
  9. Michele Cantarella & Andrea Neri & Giovanna Ranalli, 2021. "Mind the wealth gap: a new allocation method to match micro and macro statistics on household wealth," Questioni di Economia e Finanza (Occasional Papers) 646, Bank of Italy, Economic Research and International Relations Area.
  10. Wang, Yulong & Xiao, Zhijie, 2022. "Estimation and inference about tail features with tail censored data," Journal of Econometrics, Elsevier, vol. 230(2), pages 363-387.
  11. Xing Liu & Weihua Deng, 2024. "First exit and Dirichlet problem for the nonisotropic tempered $$\alpha$$ α -stable processes," Computational Statistics, Springer, vol. 39(7), pages 3801-3829, December.
  12. Federica De Domenico & Giacomo Livan & Guido Montagna & Oreste Nicrosini, 2023. "Modeling and Simulation of Financial Returns under Non-Gaussian Distributions," Papers 2302.02769, arXiv.org.
  13. Timothy Davies, 2015. "Developing resilience to naturally triggered disasters," Environment Systems and Decisions, Springer, vol. 35(2), pages 237-251, June.
  14. Blázquez de Paz, Mario, 2018. "Electricity auctions in the presence of transmission constraints and transmission costs," Energy Economics, Elsevier, vol. 74(C), pages 605-627.
  15. J. Park & T. P. Seager & P. S. C. Rao & M. Convertino & I. Linkov, 2013. "Integrating Risk and Resilience Approaches to Catastrophe Management in Engineering Systems," Risk Analysis, John Wiley & Sons, vol. 33(3), pages 356-367, March.
  16. Kwame Boamah‐Addo & Tomasz J. Kozubowski & Anna K. Panorska, 2023. "A discrete truncated Zipf distribution," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 77(2), pages 156-187, May.
  17. Kathrin Kirchen & William Harbert & Jay Apt & M. Granger Morgan, 2020. "A Solar‐Centric Approach to Improving Estimates of Exposure Processes for Coronal Mass Ejections," Risk Analysis, John Wiley & Sons, vol. 40(5), pages 1020-1039, May.
  18. Tomasz J. Kozubowski & Krzysztof Podgórski, 2018. "A generalized Sibuya distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(4), pages 855-887, August.
  19. Ekaterina Morozova & Vladimir Panov, 2021. "Extreme Value Analysis for Mixture Models with Heavy-Tailed Impurity," Mathematics, MDPI, vol. 9(18), pages 1-24, September.
  20. Corinne Sinner & Yves Dominicy & Julien Trufin & Wout Waterschoot & Patrick Weber & Christophe Ley, 2023. "From Pareto to Weibull – A Constructive Review of Distributions on ℝ+," International Statistical Review, International Statistical Institute, vol. 91(1), pages 35-54, April.
  21. Hürlimann, Werner, 2015. "On the uniform random upper bound family of first significant digit distributions," Journal of Informetrics, Elsevier, vol. 9(2), pages 349-358.
  22. Hees, Katharina & Nayak, Smarak & Straka, Peter, 2021. "Statistical inference for inter-arrival times of extreme events in bursty time series," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
  23. Chakrabarty, Arijit & Meerschaert, Mark M., 2011. "Tempered stable laws as random walk limits," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 989-997, August.
  24. Buddana Amrutha & Kozubowski Tomasz J., 2014. "Discrete Pareto Distributions," Stochastics and Quality Control, De Gruyter, vol. 29(2), pages 143-156, December.
  25. Neveka M. Olmos & Emilio Gómez-Déniz & Osvaldo Venegas, 2024. "Scale Mixture of Gleser Distribution with an Application to Insurance Data," Mathematics, MDPI, vol. 12(9), pages 1-12, May.
  26. Fatemeh Hassanzadeh & Iraj Kazemi, 2017. "Regression modeling of one-inflated positive count data," Statistical Papers, Springer, vol. 58(3), pages 791-809, September.
  27. De Domenico, Federica & Livan, Giacomo & Montagna, Guido & Nicrosini, Oreste, 2023. "Modeling and simulation of financial returns under non-Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 622(C).
  28. C. García & J. García Pérez & J. Dorp, 2011. "Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(4), pages 463-486, November.
  29. Abhimanyu Singh Yadav & Shivanshi Shukla & Amrita Kumari, 2022. "Statistical Inference for Truncated Inverse Lomax Distribution and its Application to Survival Data," Annals of Data Science, Springer, vol. 9(4), pages 829-845, August.
  30. Manas, Arnaud & Velde, François R., 2021. "Coin wear: A power law for small shocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
  31. Ali İ. Genç, 2021. "Products, Sums and Quotients of Upper Truncated Pareto Random Variables with an Application in Hydrology," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 35(1), pages 369-383, January.
  32. Farha Sultana & Yogesh Mani Tripathi & Shuo-Jye Wu & Tanmay Sen, 2022. "Inference for Kumaraswamy Distribution Based on Type I Progressive Hybrid Censoring," Annals of Data Science, Springer, vol. 9(6), pages 1283-1307, December.
  33. Li, Weijia & Roland, Gérard & Xie, Yang, 2020. "Erosion of state power, corruption control, and political stability," BOFIT Discussion Papers 5/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
  34. repec:zbw:bofitp:2020_005 is not listed on IDEAS
  35. Mohamed Sief & Xinsheng Liu & Abd El-Raheem Mohamed Abd El-Raheem, 2024. "Inference for a constant-stress model under progressive type-II censored data from the truncated normal distribution," Computational Statistics, Springer, vol. 39(5), pages 2791-2820, July.
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