Pages that link to "Item:Q2809618"
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The following pages link to Statistical Inference for a New Class of Multivariate Pareto Distributions (Q2809618):
Displaying 14 items.
- Parametric estimation under a class of multivariate distributions (Q816547) (← links)
- A new Pareto-type distribution with applications in reliability and income data (Q1619590) (← links)
- Archimedean-based Marshall-Olkin distributions and related dependence structures (Q1703027) (← links)
- ML estimation for multivariate shock models via an EM algorithm (Q1880997) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale (Q2322015) (← links)
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
- A Marshall-Olkin type multivariate model with underlying dependent shocks (Q2684922) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
- Multivariate Pareto Distributions: Inference and Financial Applications (Q3566549) (← links)
- A multivariate pareto distribution (Q4337206) (← links)
- Inference about the bivariate new extended Weibull distribution based on complete and censored data (Q5082853) (← links)
- JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS (Q5379413) (← links)
