Fisher information matrix for the Feller-Pareto distribution

Statistics and Probability Letters

Volumn 59, Issue 2, 2002, Pages 159-167

  Brazauskas, Vytaras ^a  

^a UNIVERSITY OF WISCONSIN MILWAUKEE   (United States)

Author keywords

Digamma function; Fisher information; Pareto models; Transformed beta family; Trigamma function

Indexed keywords

EID: 0037103211     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(02)00143-8     Document Type: Article

References (17)

1. Information matrix for Pareto (IV), Burr, and related distributions
2. Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
3. Robust and efficient estimation of the tail index of a single-parameter Pareto distribution
4. Trimming in gamma samples
5. Comparison of some robust estimators of scale in gamma samples with known shape
6. Theory of Point Estimation