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Volumn 23, Issue 3, 1998, Pages 231-250

Burr regression and portfolio segmentation

Author keywords

Burr distribution; Regression; Risk tarification

Indexed keywords


EID: 0032585462     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(98)00045-6     Document Type: Article
Times cited : (35)

References (12)
  • 3
    • 0000427051 scopus 로고
    • The asymptotic properties of ML estimators when sampling from associated populations
    • Bradley, R.A., Gart, J.J., 1962. The asymptotic properties of ML estimators when sampling from associated populations. Biometrika 49, 205-214.
    • (1962) Biometrika , vol.49 , pp. 205-214
    • Bradley, R.A.1    Gart, J.J.2
  • 5
    • 0000289610 scopus 로고
    • Asymptotic properties of maximum likelihood estimators for the independent not identically distributed case
    • Hoadley, B., 1971. Asymptotic properties of maximum likelihood estimators for the independent not identically distributed case. The Annals of Mathematical Statistics 42, 1977-1991.
    • (1971) The Annals of Mathematical Statistics , vol.42 , pp. 1977-1991
    • Hoadley, B.1
  • 10
    • 0009974517 scopus 로고
    • Link tests
    • Johnson, N.L., Kotz, S. (Eds). Wiley, New York
    • Pregibon, D., 1982. Link tests. In: Johnson, N.L., Kotz, S. (Eds), Encyclopedia of Statistical Sciences, vol. 5. Wiley, New York, pp. 82-85.
    • (1982) Encyclopedia of Statistical Sciences , vol.5 , pp. 82-85
    • Pregibon, D.1
  • 11
    • 0017332564 scopus 로고
    • A guide to the Burr type XII distributions
    • Rodriguez, R.N., 1977. A guide to the Burr type XII distributions. Biometrika 64, 129-134.
    • (1977) Biometrika , vol.64 , pp. 129-134
    • Rodriguez, R.N.1
  • 12
    • 0001920041 scopus 로고
    • Maximum likelihood methods for fitting the Burr type XII distribution to life test data
    • Wingo, D.R., 1983. Maximum likelihood methods for fitting the Burr type XII distribution to life test data. The Biometrical Journal 25, 77-84.
    • (1983) The Biometrical Journal , vol.25 , pp. 77-84
    • Wingo, D.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.