Statistical Size Distributions in Economics and Actuarial Sciences

By Christian Kleiber, Samuel Kotz. 2003

756 citations recorded by the source corpus.

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Citations in the corpus

Fitting Pareto II Distributions on Firm Size: Statistical Methodology and Economic Puzzles (2008, background): “The existence of a recurrent probability model of firm size distribution has been investigated in statistical as well as in economic literature, since Pareto (1897) and Gibrat’s (1931) influential works (for an exhaustive survey see Kleiber and Kotz, 2003).”
A new model of income distribution: the κ-generalized distribution (2011, neutral): “d Analytic value obtained by substituting the estimated parameters into Eq. (6.103) of Kleiber and Kotz (2003, p. 217) e Analytic value obtained by substituting the estimated parameters into Eq. (11) of Jenkins (2009, p. 395) with q = 1”
Weighted Premium Calculation Principles (2008, neutral): “For parameter estimators, their performance, historical and other details on the topic, we refer to, for example, Kleiber and Kotz (2006).”
The Modelling of Extreme Events (2005, background): “For a more detailed analysis of Pareto and other distributions, see Kleiber & Kotz (2003).”
A copula-based approach to account for dependence in stress-strength models (2013, methodology): “…data (e.g. Kleiber, 2008), but recently it has received attention in survival analysis for the great flexibility of its hazard function (Domma et al., 2011), while the use of the Singh-Maddala distribution is widespread in applications (e.g. Kleiber and Kotz, 2003, Mc Donald et al., 2011).”
Estimating Income Inequality in China Using Grouped Data and the Generalized Beta Distribution (2007, methodology): “A number of generalizations of the normalized beta distribution have been used to fit income distributions (see, for example, McDonald 1984; and Kleiber and Kotz 2003: Ch6 ).”
Explicit expressions for moments of order statistics (2008, background): “The recent book by Kleiber and Kotz ( 2003 ) describes them as the pillar of statistical ‘size’ distributions.”
Maximum likelihood estimation in Dagum distribution with censored samples (2011, background): “Kleiber and Kotz [16] and Kleiber [15] provided an exhaustive review on the origin of the Dagum model and its applications.”
Measuring Inequality Using Censored Data: A Multiple Imputation Approach (2009, neutral): “For details, see McDonald (1984) and Kleiber and Kotz (2003).”
New Goodness-of-Fit Tests for Pareto Distributions (2009, background): “There is much literature on estimation of Pareto parameters, including Baxter (1980), Likes (1969), Rytgaard (1990), and relevant chapters of Arnold (1983) or Kleiber and Kotz (2003).”
Exponentiated Kumaraswamy-Dagum distribution with applications to income and lifetime data (2014, neutral): “See Kleiber and Kotz (2003) for details.”
Invariances and Diversities in the Patterns of Industrial Evolution: Some Evidence from Italian Manufacturing Industries (2007, background): “Within a vast literature, see Hart and Prais (1956), Simon and Bonini (1958), Steindl (1965), Quandt (1966), Ijiri and Simon (1977) and more recently Stanley et al. (1995), Axtell (2001), Cabral and Mata (2003) and for an extensive critical review Kleiber and Kotz (2003) .”
Inference for Income Distributions Using Grouped Data (2012, methodology): “They can be found in various places; two convenient sources are McDonald (1984) and Kleiber and Kotz (2003). The beta-2, Singh-Maddala, and Dagum distributions are readily obtained from the more general GB2 distribution by setting 1, 1 a p   and 1 q  , respectively.”
The Inequality Process as a wealth maximizing process (2005, methodology): “Kleiber and Kotz [23] discuss the gamma pdf and related pdf’s as a parametric model for income distribution, but still following, as in Cowell’s discussion, the Pareto and lognormal pdfs, which have figured more prominently in econometric practice.”