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The Burr X Pareto distribution: properties, applications and VaR estimation
Korkmaz, Mustafa Çağatay; Altun, Emrah; Yousof, Haitham M.; Afify, Ahmed Z.; Nadarajah, Saralees (MDPI, 2018)In this paper, a new three-parameter Pareto distribution is introduced and studied. We discuss various mathematical and statistical properties of the new model. Some estimation methods of the model parameters are performed. ...