Discretizing a compound distribution with application to categorical modelling
DOI10.1080/02331888.2017.1289532zbMath1371.62020OpenAlexW2588734120MaRDI QIDQ5283168
Desislava Nedyalkova, Monique Graf
Publication date: 20 July 2017
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2017.1289532
income distributionmixture distributionsandwich variance estimatormaximum pseudo-likelihood estimationEU-SILC surveyGB2 distributioninequality and poverty indicators
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Applications of statistics to social sciences (62P25) Point estimation (62F10) Exact distribution theory in statistics (62E15) Statistical methods; economic indices and measures (91B82)
Cites Work
- A generalization of the beta distribution with applications
- Compound gamma, Beta and F distributions
- Robust Likelihood Methods Based on the Skew-t and Related Distributions
- Some Generalized Functions for the Size Distribution of Income
- On the Variances of Asymptotically Normal Estimators from Complex Surveys
- Mixture Densities, Maximum Likelihood and the EM Algorithm
- On coherence in parametric density estimation
- Goodness of prediction fit
- Statistical Size Distributions in Economics and Actuarial Sciences
- The Generalized Beta Distribution as a Model for the Distribution of Income: Estimation of Related Measures of Inequality
- Maximum Likelihood Estimation of Misspecified Models
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