Estimation of the Pareto and related distributions – A reference-intrinsic approach

DOI10.1080/03610926.2021.1916826OpenAlexW3162665495MaRDI QIDQ5875241

Miguel A. Juárez, James Sharpe

Publication date: 3 February 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.10117

zbMATH Keywords

invariancereference priorgeneralized Pareto distributionintrinsic loss

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R
• ismev
• QRM

Cites Work

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