메뉴 건너뛰기




Volumn 39, Issue 2, 2009, Pages 691-715

New goodness-of-fit tests for Pareto distributions

Author keywords

Claims; Gini; Goodness of fit; Heavy tail; Pareto

Indexed keywords


EID: 72949107627     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.39.2.2044654     Document Type: Article
Times cited : (45)

References (20)
  • 2
    • 0842315336 scopus 로고
    • Minimum variance unbiased estimation of the parameters of the Pareto distribution
    • Baxter, M.A. (1980) Minimum variance unbiased estimation of the parameters of the Pareto distribution. Metrika, 27: 133-138.
    • (1980) Metrika , vol.27 , pp. 133-138
    • Baxter, M.A.1
  • 4
    • 84983671060 scopus 로고    scopus 로고
    • Robust and efficient estimation of the tail index of a single-parameter Pareto distribution
    • Brazauskas, V. and Serfling, R. (2000a) Robust and efficient estimation of the tail index of a single-parameter Pareto distribution. North American Actuarial Journal, 4(4): 12-27.
    • (2000) North American Actuarial Journal , vol.4 , Issue.4 , pp. 12-27
    • Brazauskas, V.1    Serfling, R.2
  • 5
    • 0001611266 scopus 로고    scopus 로고
    • Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
    • Brazauskas, V. and Serfling, R. (2000b) Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics. Extremes, 3(3): 231- 249.
    • (2000) Extremes , vol.3 , Issue.3 , pp. 231-249
    • Brazauskas, V.1    Serfling, R.2
  • 6
    • 0035644007 scopus 로고    scopus 로고
    • Small sample performance of robust estimators of tail parameters for Pareto and exponential models
    • Brazauskas, V. and Serfling, R. (2001) Small sample performance of robust estimators of tail parameters for Pareto and exponential models. Journal of Statistical Computation and Simulation, 70(1): 1-19.
    • (2001) Journal of Statistical Computation and Simulation , vol.70 , Issue.1 , pp. 1-19
    • Brazauskas, V.1    Serfling, R.2
  • 7
    • 85011501258 scopus 로고    scopus 로고
    • Favorable estimators for fitting Pareto models: A study using goodness-of-fit measures with actual data
    • DOI: 10.2143/AST.33.2.503698
    • Brazauskas, V. and Serfling, R. (2003) Favorable estimators for fitting Pareto models: A study using goodness-of-fit measures with actual data. ASTIN Bulletin, 33(2): 365-381. DOI: 10.2143/AST.33.2.503698.
    • (2003) ASTIN Bulletin , vol.33 , Issue.2 , pp. 365-381
    • Brazauskas, V.1    Serfling, R.2
  • 8
    • 0001744704 scopus 로고
    • A class of statistics with asymptotically normal distribution
    • Hoeffding, W. (1948) A class of statistics with asymptotically normal distribution. Annals of Mathematical Statistics, 19: 293-325.
    • (1948) Annals of Mathematical Statistics , vol.19 , pp. 293-325
    • Hoeffding, W.1
  • 11
    • 52449142871 scopus 로고
    • Minimum variance unbiased estimation of the parameters of power-function and Pareto's distribution
    • Likeš, X (1969) Minimum variance unbiased estimation of the parameters of power-function and Pareto's distribution. Statistische Hefte, 10: 104-110.
    • (1969) Statistische Hefte , vol.10 , pp. 104-110
    • Likeš, X.1
  • 12
    • 72949102051 scopus 로고
    • Estimating casualty insurance loss amount distributions
    • Patrik, G. (1980) Estimating casualty insurance loss amount distributions. Proceedings of the Casualty Actuarial Society, LXXV1I: 57-109.
    • (1980) Proceedings of the Casualty Actuarial Society , vol.1 , pp. 57-109
    • Patrik, G.1
  • 13
  • 14
    • 0026834679 scopus 로고
    • Modified KS, AD, and C-vM tests for the Pareto distribution with unknown location & scale parameters
    • Porter III, IE., Coleman, J.W. and Moore, A.H. (1992) Modified KS, AD, and C-vM tests for the Pareto distribution with unknown location & scale parameters. IEEE Transactions on Reliability, 41(1): 112-117.
    • (1992) IEEE Transactions on Reliability , vol.41 , Issue.1 , pp. 112-117
    • Porter Iii., I.E.1    Coleman, J.W.2    Moore, A.H.3
  • 16
    • 84976074612 scopus 로고
    • Estimation in the pareto distribution
    • Rytgaard, M. (1990) Estimation in the Pareto distribution. ASTIN Bulletin, 20(2): 201-216.
    • (1990) ASTIN Bulletin , vol.20 , Issue.2 , pp. 201-216
    • Rytgaard, M.1
  • 17
    • 0002878311 scopus 로고
    • Tests based on EDF statistics
    • editors, Goodness-of-Fit Techniques, pages Marcel Dekker, New York
    • Stephens, M.A. (1986) Tests based on EDF statistics. In R.B. D'Agostino and M.A. Stephens, editors, Goodness-of-Fit Techniques, pages 97-193. Marcel Dekker, New York.
    • (1986) R.B. d'Agostino and M.A. Stephens , pp. 97-193
    • Stephens, M.A.1
  • 19
    • 33744761434 scopus 로고    scopus 로고
    • Hierarchical clustering via joint between-within distances: Extending Ward's minimum variance method
    • Szekely, G.J. and Rizzo, M.L. (2005b) Hierarchical clustering via joint between-within distances: extending Ward's minimum variance method. Journal of Classification, 22(2): 151-183.
    • (2005) Journal of Classification , vol.22 , Issue.2 , pp. 151-183
    • Szekely, G.J.1    Rizzo, M.L.2
  • 20
    • 0000669703 scopus 로고
    • On the asymptotic distributions of differentiate statistical functionals
    • von Mises, R. (1947) On the asymptotic distributions of differentiate statistical functionals. Annals of Mathematical Statistics, 2: 209-348.
    • (1947) Annals of Mathematical Statistics , vol.2 , pp. 209-348
    • Mises, V.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.