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A double generalized Pareto distribution
Statistics & Probability Letters, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nadarajah, Saralees +2 more
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Parameter estimation of the generalized Pareto distribution—Part I
Journal of Statistical Planning and Inference, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
de Zea Bermudez, P., Kotz, Samuel
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Multivariate Generalized Pareto Distributions
2010In analogy to the univariate case, we introduce certain multivariate generalized Pareto df (GPD) of the form W = 1 + log(G) for the statistical modelling of multivariate exceedances, see Section 5.1. Various results around the multivariate peaks-over-threshold approach are compiled in Section 5.2. The peaks-overthreshold stability of a multivariate GPD
Michael Falk +2 more
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Likelihood inference for generalized Pareto distribution
Computational Statistics & Data Analysis, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Joan del Castillo, Isabel Serra
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Transmuted Generalized Pareto Distribution
المجلة العلمیة لقطاع کلیات التجارة, 2016In this article, we generalize the generalized Pareto Distribution usingthe quadratic transmuted map studied by Shaw et al. (2009). The properties of thisdistribution are derived and the estimation of the model parameters is discussed,estimating parameters by the method of maximum likelihood and provide theobserved information matrix.
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Multivariate distributions with generalized Pareto conditionals
Statistics & Probability Letters, 1993zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Arnold, Barry C. +2 more
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Pareto and Generalized Pareto Distributions
2008More than one hundred years after its introduction, Pareto’s proposed model for fitting income distributions continues to be heavily used. A variety of generalizations of this model have been proposed including discrete versions, together with natural multivariate extensions.
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DEVELOPING GENERALIZED LINEAR MODEL OF GAMMA-PARETO DISTRIBUTION
Far East Journal of Mathematical Sciences (FJMS), 2016Summary: This paper discusses about developing generalized linear model (GLM) of Gamma-Pareto (G-P) distribution. It is shown that G-P is a member of exponential family distribution. Consequently, we can develop GLM based on G-P. With \(\log(\gamma/\min(\gamma))\) as response variable, the GLM has inverse, identity, and log link functions.
Hanum, Herlina +3 more
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Generalized Pareto Distributions Characterized by Generalized Order Statistics
Communications in Statistics - Theory and Methods, 2007In recent years, several attempts have been made to characterize the generalized Pareto distributions (GPD) based on the properties of order statistics and record values. In the present article, we give some characterization results on GPD based on order statistics and generalized order statistics.
M. Tavangar, M. Asadi
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