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Journal of Applied Probability

Estimation of the upper cutoff parameter for the tapered Pareto distribution

Y. Y. Kagan and F. Schoenberg

Source: J. Appl. Probab. Volume 38A, Issue (2001), 158-175.

Abstract

The tapered (or generalized) Pareto distribution, also called the modified Gutenberg-Richter law, has been used to model the sizes of earthquakes. Unfortunately, maximum likelihood estimates of the cutoff parameter are substantially biased. Alternative estimates for the cutoff parameter are presented, and their properties discussed.

Primary Subjects: 62F10
Secondary Subjects: 62F12, 62F25, 62F15
Keywords: Parameter estimation; tapered Pareto distribution; Gutenberg-Richter relation; maximum likelihood estimation; method of moments; earthquakes

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1085496599
Digital Object Identifier: doi:10.1239/jap/1085496599
Mathematical Reviews number (MathSciNet): MR2003d:62066
Zentralblatt MATH identifier: 1008.62113


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