Examining tail index estimators in new Pareto distribution: Monte Carlo simulations and income data applications
An evolved form of Pareto distribution, the new Pareto-type distribution, offers an alternative model for data with heavy-tailed characteristics. This investigation examines and discusses fourteen diverse estimators for the tail index of the new Pareto-type, including estimators such as maximum like...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2024
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| Online Access: | http://psasir.upm.edu.my/id/eprint/112192/1/112192.pdf http://psasir.upm.edu.my/id/eprint/112192/ https://www.ukm.my/jsm/pdf_files/SM-PDF-53-2-2024/18.pdf |
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| Institution: | Universiti Putra Malaysia |
| Language: | English |