Korkmaz, Mustafa Ç.; Altun, Emrah; Yousof, Haitham M.; … - In: Journal of risk and financial management : JRFM 11 (2018) 1, pp. 1-16
In this paper, a new three-parameter Pareto distribution is introduced and studied. We discuss various mathematical and statistical properties of the new model. Some estimation methods of the model parameters are performed. Moreover, the peaks-over-threshold method is used to estimate...
