Bivariate Pareto Distribution

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) "An EM algorithm for absolutely continuous Marshall-Olkin bivariate Pareto distribution with location and scale"; E L Lehmann and George Casella (1998) "Theory of Point Estimation"; Bradley Efron and R J Tibshirani (1994) "An Introduction to the Bootstrap"; A P Dempster, N M Laird and D B Rubin (1977) "Maximum Likelihood from Incomplete Data via the EM Algorithm".


Reference manual

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install.packages("bvpa")

1.0.0 by Biplab Paul, 3 years ago


Browse source code at https://github.com/cran/bvpa


Authors: Biplab Paul [aut, cre] , Arabin Kumar Dey [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports numDeriv, stats


See at CRAN