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Parameter Estimation for the Truncated Pareto Distribution

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  • Aban, Inmaculada B.
  • Meerschaert, Mark M.
  • Panorska, Anna K.

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Suggested Citation

  • Aban, Inmaculada B. & Meerschaert, Mark M. & Panorska, Anna K., 2006. "Parameter Estimation for the Truncated Pareto Distribution," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 270-277, March.
  • Handle: RePEc:bes:jnlasa:v:101:y:2006:p:270-277
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    References listed on IDEAS

    as
    1. Bates, Charles E. & White, Halbert, 1993. "Determination of Estimators with Minimum Asymptotic Covariance Matrices," Econometric Theory, Cambridge University Press, vol. 9(04), pages 633-648, August.
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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. Chakrabarty, Arijit & Meerschaert, Mark M., 2011. "Tempered stable laws as random walk limits," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 989-997, August.
    3. Bremus, Franziska & Buch, Claudia M. & Russ, Katheryn N. & Schnitzer, Monika, 2013. "Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80048, Verein für Socialpolitik / German Economic Association.
    4. 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.
    5. Buddana Amrutha & Kozubowski Tomasz J., 2014. "Discrete Pareto Distributions," Stochastics and Quality Control, De Gruyter, vol. 29(2), pages 143-156, December.
    6. repec:eee:insuma:v:77:y:2017:i:c:p:65-77 is not listed on IDEAS
    7. 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.
    8. repec:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0726-7 is not listed on IDEAS
    9. Beirlant, J. & Kijko, Andrzej & Reykens, Tom & Einmahl, John, 2017. "Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case," Discussion Paper 2017-050, Tilburg University, Center for Economic Research.

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