Comments on two papers concerning estimation of the parameters of the Pareto distribution in the presence of outliers

DOI10.1016/J.STAMET.2012.12.002zbMath1365.62085OpenAlexW2073815701MaRDI QIDQ2360937

David P. M. Scollnik

Publication date: 29 June 2017

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2012.12.002

zbMATH Keywords

outliersmaximum likelihood estimatorinsurancePareto distribution

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15)

Cites Work

• Efficient estimation in the Pareto distribution with the presence of outliers
• Representation of Certain Covariance Matrices with Application to Asymptotic Efficiency

Related Items (4)

Estimating the shape parameter of a Pareto distribution under restrictions ⋮ A Pareto scale-inflated outlier model and its Bayesian analysis ⋮ Improved estimators for parameters of a Pareto distribution with a restricted scale ⋮ Estimation of the shape parameter of a Pareto distribution

Uses Software

• R
• Unnamed Item

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