On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model

DOI10.1080/03610926.2021.2004422OpenAlexW3212007185MaRDI QIDQ6115010

No author found.

Publication date: 12 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.2004422

zbMATH Keywords

asymptotic distributionlikelihood ratio testconstrained optimizationhidden truncationmethod of maximum likelihoodtwo-sided truncationobserved Fisher information matrixbivariate Pareto (type II) distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate normal distribution approaches for dependently truncated data
• On the estimation of the Pareto law from under-reported data
• Estimation of the Pareto law from underreported data. A further analysis
• A characterization of the Pareto distribution
• Identification of models using failure rate and mean residual life of doubly truncated random variables
• On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution
• Inference for a Hidden Truncated (Both-Sided) Bivariate Pareto (II) Distribution
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Fitting competing risks data to bivariate Pareto models
• A bivariate Pareto model
• Pareto and Generalized Pareto Distributions
• Statistical Inference for the Generalized Pareto Distribution: Maximum Likelihood Revisited
• Hidden truncation in multivariate Pareto (II) data: properties and inference

This page was built for publication: On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model