Results 11 to 20 of about 50,402 (312)
Risk Analysis via Generalized Pareto Distributions [PDF]
Journal of Business & Economic Statistics, 2021 We compute the value-at-risk of financial losses by fitting a generalized Pareto distribution to exceedances over a threshold. Following the common practice of setting the threshold as high sample quantiles, we show that, for both independent observations and time-series data, the asymptotic variance for the maximum likelihood estimation depends on the
Yi He +3 more
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Rarefied particle motions on hillslopes – Part 3: Entropy [PDF]
Earth Surface Dynamics, 2021 Theoretical and experimental work (Furbish et al., 2021a, b) indicates that the travel distances of rarefied particle motions on rough hillslope surfaces are described by a generalized Pareto distribution.
D. J. Furbish +3 more
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Applied Sciences, 2023 Accurate parameter estimation is essential for modeling the statistical characteristics of ocean clutter. Common parameter estimation methods in generalized Pareto distribution models have limitations, such as restricted parameter ranges, lack of closed ...
Bin Yang, Qing Li
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Modeling income distribution: An econophysics approach
Mathematical Biosciences and Engineering, 2023 This study aims to develop appropriate models for income distribution in Iran using the econophysics approach for the 2006–2018 period. For this purpose, the three improved distributions of the Pareto, Lognormal, and Gibbs-Boltzmann distributions are ...
Hossein Jabbari Khamnei +3 more
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Generalized Confidence Intervals for Zero-Inflated Pareto Distribution
Mathematics, 2021 This paper considers interval estimations for the mean of Pareto distribution with excess zeros. Three approaches for interval estimation are proposed based on fiducial generalized pivotal quantities (FGPQs), respectively.
Xiao Wang, Xinmin Li
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Optimal Designs for Generalized Pareto Model [PDF]
International Journal of Mathematical, Engineering and Management Sciences, 2019 The generalized Pareto model plays an important role in modelling extreme events. Hosking and Wallis (1987) discussed the parameter and quantile estimation for generalized Pareto distribution.
Poonam Singh, Ashok Kumar
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Comparison between Modified Weighted Pareto Distribution and Many other Distributions
مجلة بغداد للعلوم, 2023 In 2020 one of the researchers in this paper, in his first research, tried to find out the Modified Weighted Pareto Distribution of Type I by using the Azzalini method for weighted distributions, which contain three parameters, two of them for scale
Mahmood A. Shamran +2 more
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Shrinkage Methods for Estimating the Shape Parameter of the Generalized Pareto Distribution
Journal of Applied Mathematics, 2023 The generalized Pareto distribution is one of the most important distributions in statistics of extremes as it has wide applications in fields such as finance, insurance, and hydrology.
Wilhemina Adoma Pels +3 more
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Journal of Probability and Statistics, 2023 The aim of this paper is to obtain a Bayesian estimator of stress-strength reliability based on generalized order statistics for Pareto distribution. The dependence of the Pareto distribution support on the parameter complicates the calculations.
Zahra Karimi Ezmareh, Gholamhossein Yari
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ESTIMASI PARAMETER DISTRIBUSI PARETO
Jurnal Diferensial, 2020 ABSTRAK Distribusi pareto (Generalized Pareto Distribution/GPD) diperkenalkan pertama kali oleh Pickands pada tahun 1975. Distribusi pareto lebih sering digunakan untuk pemodelan data ekstrim seperti hidrologi, klimatologi, dan udara.
Maria F Muda +2 more
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