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Journal of the American Statistical Association, 1988
Henrick J. Malik, Barry C. Arnold
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Henrick J. Malik, Barry C. Arnold
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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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Journal of the Royal Statistical Society. Series A (Statistics in Society), 1989
D. N. Shanbhag, B. C. Arnold
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D. N. Shanbhag, B. C. Arnold
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The Pareto optimality distribution
Quality & Quantity, 2008Pareto optimality (sometimes known as Pareto efficiency) is an important notion in social sciences and related areas, see e.g. Klaus (2006), Chun (2005), Hild (2004), Kibris (2003), Nandeibam (2003), Papai (2001), Peris and Sanchez (2001), Brams and Fishburn (2000), Denicolo (1999), Klaus et al. (1998), Peremans et al. (1997), and Vohra (1992).
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Parameter estimation for the Pareto distribution based on ranked set sampling
Statistical Papers, 2019Wen-Bin Qian, Wangxue Chen, Xiaofang He
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Parameter and quantile estimation for the generalized pareto distribution
, 1987J. Hosking, J. Wallis
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Alpha Power Exponentiated Pareto Distribution
Lobachevskii Journal of Mathematics, 2023Pimsap, Panuwat +2 more
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Integrative oncology: Addressing the global challenges of cancer prevention and treatment
Ca-A Cancer Journal for Clinicians, 2022Jun J Mao,, Msce +2 more
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