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 lik...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2024
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/45699/ https://doi.org/10.17576/jsm-2024-5302-18 |
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