A computational approach to estimation of discrete Pareto parameters

DOI10.1080/03610918.2021.1944640OpenAlexW3181083494MaRDI QIDQ6050498

Tomasz J. Kozubowski, Charles K. Amponsah

Publication date: 18 September 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1944640

zbMATH Keywords

discretizationparameter estimationEM algorithmheavy tailspower lawPareto distributiontilted distributiondiscrete distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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• Parameter Estimation for the Truncated Pareto Distribution
• The Pareto, Zipf and other power laws

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