From the General Affine Transform Family to a Pareto Type IV Model
Author
Source
Journal of Probability and Statistics
Issue
Vol. 2009, Issue 2009 (31 Dec. 2009), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2009-11-15
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
The analytical form of general affine transform families with given maximum likelihood estimators for the affine parameters is determined.
In this context, the simultaneous maximum likelihood equations of the affine parameters in the generalised Pareto distribution cannot have a common solution.
This pathological situation is removed by extending it to a four parameter family, called Pareto type IV model.
American Psychological Association (APA)
Hürlimann, Werner. 2009. From the General Affine Transform Family to a Pareto Type IV Model. Journal of Probability and Statistics،Vol. 2009, no. 2009, pp.1-10.
https://search.emarefa.net/detail/BIM-466196
Modern Language Association (MLA)
Hürlimann, Werner. From the General Affine Transform Family to a Pareto Type IV Model. Journal of Probability and Statistics No. 2009 (2009), pp.1-10.
https://search.emarefa.net/detail/BIM-466196
American Medical Association (AMA)
Hürlimann, Werner. From the General Affine Transform Family to a Pareto Type IV Model. Journal of Probability and Statistics. 2009. Vol. 2009, no. 2009, pp.1-10.
https://search.emarefa.net/detail/BIM-466196
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-466196
