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Communications in Statistics - Simulation and Computation Volume 45, 2016 - Issue 2
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Original Articles

Statistical Inference for a New Class of Multivariate Pareto Distributions

Alexandru V. AsimitCass Business SchoolCity University, London, United KingdomCorrespondence[email protected]
,
Edward FurmanDepartment of Mathematics and StatisticsYork University, Ontario, Toronto, Canada
&
Raluca VernicFaculty of Mathematics and InformaticsOvidius University of Constanta, Constanta, Romania;Institute of Mathematical Statistics and Applied Mathematics, University of Bucharest, Bucharest, Romania
Pages 456-471 | Received 22 Jan 2013, Accepted 23 Oct 2013, Published online: 05 Nov 2015

Citations (13)

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Read on this site (4)

Afsaneh Azizi, Abdolreza Sayyareh & Hanieh Panahi. (2022) Inference about the bivariate new extended Weibull distribution based on complete and censored data. Communications in Statistics - Simulation and Computation 51:3, pages 738-756.
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Edward Furman, Yisub Kye & Jianxi Su. (2021) A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited. North American Actuarial Journal 25:3, pages 395-416.
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Biplab Paul, Arabin Kumar Dey & Debasis Kundu. (2018) Bayesian analysis of three parameter absolute continuous Marshall–Olkin bivariate Pareto distribution. Communications in Statistics: Case Studies, Data Analysis and Applications 4:2, pages 57-68.
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Biplab Paul & Arabin Kumar Dey. An EM algorithm for absolutely continuous Marshall-Olkin bivariate Pareto distribution with location and scale. Communications in Statistics - Simulation and Computation 0:0, pages 1-24.
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Articles from other publishers (9)

Ning Sun, Chen Yang & Ričardas Zitikis. (2023) Tail Maximal Dependence in Bivariate Models: Estimation and Applications. Mathematical Methods of Statistics 31:4, pages 170-196.
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Sabrina Mulinacci. (2022) A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks. Methodology and Computing in Applied Probability 24:4, pages 2455-2484.
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N.V. Gribkova, J. Su & R. Zitikis. (2022) Inference for the tail conditional allocation: Large sample properties, insurance risk assessment, and compound sums of concomitants. Insurance: Mathematics and Economics 107, pages 199-222.
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Afsaneh Azizi & Abdolreza Sayyareh. (2020) Inference about the Marshal-Olkin Bivariate Burr Type III Distribution under Random Left Censoring. Journal of Statistical Research of Iran 16:2, pages 343-378.
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Nadezhda Gribkova & Ričardas Zitikis. (2018) Weighted allocations, their concomitant-based estimators, and asymptotics. Annals of the Institute of Statistical Mathematics 71:4, pages 811-835.
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Fabio Gobbi, Nikolai Kolev & Sabrina Mulinacci. (2019) JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS. ASTIN Bulletin 49:2, pages 409-432.
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Sabrina Mulinacci. (2017) Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures. Methodology and Computing in Applied Probability 20:1, pages 205-236.
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Ning Sun, Chen Yang & Ricardas Zitikis. (2020) Assessing Maximal Dependence Within Extreme Co-Movements of Financial Instruments. SSRN Electronic Journal.
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Jianxi Su & Edward Furman. (2015) Multiple Risk Factor Models 1: Distributional Properties and Applications in Actuarial Mathematics. SSRN Electronic Journal.
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