From the general affine transform family to a Pareto type IV model

DOI10.1155/2009/364901zbMath1201.62031OpenAlexW2083108546WikidataQ58648708 ScholiaQ58648708MaRDI QIDQ609671

Werner Hürlimann

Publication date: 1 December 2010

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/227711

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items

On \(1/f\) noise

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Transformation theory: How normal is a family of distributions?
• General affine transform families: why is the Pareto an exponential transform?
• An empirical estimation procedure
• On the characterization of maximum likelihood estimators for location-scale families
• Statistical Size Distributions in Economics and Actuarial Sciences
• General location transform of the order statistics from the exponential, pareto and weibull, with application to maximum likelihood estimation
• Higher degree stop-loss transforms and stochastic orders — (II) Applications