Tail fitting for truncated and non-truncated Pareto-type distributions
نویسندگان
چکیده
منابع مشابه
Using Weighted Distributions for Modeling Skewed, Multimodal and Truncated Data
When the observations reflect a multimodal, asymmetric or truncated construction or a combination of them, using usual unimodal and symmetric distributions leads to misleading results. Therefore, distributions with ability of modeling skewness, multimodality and truncation have been in the core of interest in statistical literature, always. There are different methods to contract ...
متن کاملFitting truncated geometric distributions in large scale real world networks
Article history: Received 23 July 2013 Received in revised form 13 April 2014 Accepted 5 May 2014 Available online 15 May 2014 Communicated by A. Skowron
متن کاملParameter Estimation for the Truncated Pareto Distribution
The Pareto distribution is a simple model for nonnegative data with a power law probability tail. In many practical applications, there is a natural upper bound that truncates the probability tail. This paper derives estimators for the truncated Pareto distribution, investigates their properties, and illustrates a way to check for fit. We illustrate these methods with applications from finance,...
متن کاملCensored Data and Truncated Distributions
We detail the basic theory for regression models in which dependent variables are censored or underlying distributions are truncated. The model is extended to models for counts, sample selection models, and models hazard models for duration data. Entry level theory is presented for the practitioner. We then describe a few of the recent, frontier developments in theory and practice. To appear as...
متن کاملOn the Truncated Pareto Distribution with applications
Abstract: The Pareto probability distribution is widely applied in different fields such us finance, physics , hydrology , geology and astronomy. This note deals with an application of the Pareto distribution to astrophysics and more precisely to the statistical analysis of mass of stars and of diameters of asteroids. In particular a comparison between the usual Pareto distribution and its trun...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Extremes
سال: 2016
ISSN: 1386-1999,1572-915X
DOI: 10.1007/s10687-016-0247-3