Aban, Inmaculada B.; Meerschaert, Mark M.; Panorska, Anna K. Parameter estimation for the truncated Pareto distribution. (English) Zbl 1118.62312 J. Am. Stat. Assoc. 101, No. 473, 270-277 (2006). Summary: The Pareto distribution is a simple model for nonnegative data with a power law probability tail. In many practical applications, there is a natural upper bound that truncates the probability tail. This article derives estimators for the truncated Pareto distribution, investigates their properties, and illustrates a way to check for fit. These methods are illustrated with applications from finance, hydrology, and atmospheric science. Cited in 2 ReviewsCited in 50 Documents MSC: 62F10 Point estimation PDFBibTeX XMLCite \textit{I. B. Aban} et al., J. Am. Stat. Assoc. 101, No. 473, 270--277 (2006; Zbl 1118.62312) Full Text: DOI