| Autor: |
Caeiro, Frederico, Martins, Ana P., Sequeira, Inês J. |
| Předmět: |
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| Zdroj: |
AIP Conference Proceedings; 2015, Vol. 1648 Issue 1, p1-4, 4p, 2 Charts |
| Abstrakt: |
The Pareto distribution is a well known and important model in Statistics. It has been used to study large incomes, city population size, size of losses, stock price fluctuations, number of citations received by papers and other similar phenomena. In this work we compare the finite sample performance of several estimation methods, namely the Moment, Maximum Likelihood and Quantile Regression methods. The comparison will be made through a Monte-Carlo simulation study. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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