| Name : R-bvpa
| |
| Version : 1.0.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.1.5
| Date : 2024-06-14 11:18:08
|
| Group : Development/Libraries/Other
| Source RPM : R-bvpa-1.0.0-lp153.1.5.src.rpm
|
| Size : 0.19 MB
| |
| Packager : (none)
| |
| Summary : Bivariate Pareto Distribution
|
Description :
Implements the EM algorithm with one-step Gradient Descent method to
estimate the parameters of the Block-Basu bivariate Pareto distribution
with location and scale. We also found parametric bootstrap and
asymptotic confidence intervals based on the observed Fisher
information of scale and shape parameters, and exact confidence
intervals for location parameters. Details are in Biplab Paul and
Arabin Kumar Dey (2023) < doi:10.48550/arXiv.1608.02199> \"An EM
algorithm for absolutely continuous Marshall-Olkin bivariate Pareto
distribution with location and scale\"; E L Lehmann and George Casella
(1998) < doi:10.1007/b98854> \"Theory of Point Estimation\"; Bradley Efron
and R J Tibshirani (1994) < doi:10.1201/9780429246593> \"An Introduction
to the Bootstrap\"; A P Dempster, N M Laird and D B Rubin (1977)
< www.jstor.org/stable/2984875> \"Maximum Likelihood from Incomplete Data
via the EM Algorithm\".
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
