Estimation of the Pareto and related distributions – A reference-intrinsic approach

Sharpe, J. and Juárez, M.A. orcid.org/0000-0002-5128-0976 (2021) Estimation of the Pareto and related distributions – A reference-intrinsic approach. Communications in Statistics - Theory and Methods. ISSN 0361-0926

Abstract

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Authors/Creators:
Copyright, Publisher and Additional Information: © 2021 The Author(s). Published with license by Taylor & Francis Group, LLC. This is an Open Access article distributed under the terms of the Creative Commons Attribution-NonCommercial-NoDerivatives License (http://creativecommons.org/licenses/by-nc-nd/4.0/), which permits non-commercial re-use, distribution, and reproduction in any medium, provided the original work is properly cited, and is not altered, transformed, or built upon in any way.
Keywords: Generalized Pareto distribution; intrinsic loss; invariance; reference prior
Dates:
  • Accepted: 7 April 2021
  • Published (online): 11 May 2021
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 12 May 2021 10:37
Last Modified: 12 May 2021 10:37
Status: Published online
Publisher: Informa UK Limited
Refereed: Yes
Identification Number: https://doi.org/10.1080/03610926.2021.1916826

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