From the General Affine Transform Family to a Pareto Type IV Model
The analytical form of general affine transform families with given maximum likelihood estimators for the affine parameters is determined. In this context, the simultaneous maximum likelihood equations of the affine parameters in the generalised Pareto distribution cannot have a common solution. Thi...
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| Format: | Article |
| Language: | English |
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Wiley
2009-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2009/364901 |
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| _version_ | 1832564155512520704 |
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| author | Werner Hürlimann |
| author_facet | Werner Hürlimann |
| author_sort | Werner Hürlimann |
| collection | DOAJ |
| description | The analytical form of general affine transform families with given maximum likelihood estimators for the affine parameters is determined. In this context, the simultaneous maximum likelihood equations of the affine parameters in the generalised Pareto distribution cannot have a common solution. This pathological situation is removed by extending it to a four parameter family, called Pareto type IV model. |
| format | Article |
| id | doaj-art-dd56f687a08e409299ee0e0c1425a71a |
| institution | Kabale University |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2009-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-dd56f687a08e409299ee0e0c1425a71a2025-02-03T01:11:48ZengWileyJournal of Probability and Statistics1687-952X1687-95382009-01-01200910.1155/2009/364901364901From the General Affine Transform Family to a Pareto Type IV ModelWerner Hürlimann0Feldstrasse 145, 8004 Zürich, SwitzerlandThe analytical form of general affine transform families with given maximum likelihood estimators for the affine parameters is determined. In this context, the simultaneous maximum likelihood equations of the affine parameters in the generalised Pareto distribution cannot have a common solution. This pathological situation is removed by extending it to a four parameter family, called Pareto type IV model.http://dx.doi.org/10.1155/2009/364901 |
| spellingShingle | Werner Hürlimann From the General Affine Transform Family to a Pareto Type IV Model Journal of Probability and Statistics |
| title | From the General Affine Transform Family to a Pareto Type IV Model |
| title_full | From the General Affine Transform Family to a Pareto Type IV Model |
| title_fullStr | From the General Affine Transform Family to a Pareto Type IV Model |
| title_full_unstemmed | From the General Affine Transform Family to a Pareto Type IV Model |
| title_short | From the General Affine Transform Family to a Pareto Type IV Model |
| title_sort | from the general affine transform family to a pareto type iv model |
| url | http://dx.doi.org/10.1155/2009/364901 |
| work_keys_str_mv | AT wernerhurlimann fromthegeneralaffinetransformfamilytoaparetotypeivmodel |