Optimal estimation for the Pareto distribution

DOI10.1080/00949655.2010.516751zbMath1327.62318OpenAlexW2003503483MaRDI QIDQ5300733

Mei Ling Huang

Publication date: 28 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.516751

zbMATH Keywords

order statisticsefficiencydensity estimationweighted empirical distribution functionPareto upper tail

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Cites Work

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• A distribution estimation method based on level crossings
• Bayesian Spatial Modeling of Extreme Precipitation Return Levels
• Statistical Size Distributions in Economics and Actuarial Sciences
• Statistical Analysis of a Telephone Call Center

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