Parameter estimation for power-law tail distributions by maximum likelihood methods

@misc{citeulike:1269401, abstract = {Distributions with a power-law tail are an ubiquitous phenomenon. Methods for determining the exponent of a power-law tail by graphical means are often used in practice but are intrinsically unreliable. Maximum likelihood estimators for the exponent are a mathematically sound alternative to graphical methods.}, author = {Bauke, Heiko }, citeulike-article-id = {1269401}, eprint = {0704.1867}, keywords = {estimation, power-law, statistics}, month = {Apr}, posted-at = {2008-06-22 05:02:42}, priority = {0}, title = {Parameter estimation for power-law tail distributions by maximum likelihood methods}, url = {http://arxiv.org/abs/0704.1867}, year = {2007} }

TY - ELEC ID - citeulike:1269401 L3 - citeulike-article-id:1269401 N2 - Distributions with a power-law tail are an ubiquitous phenomenon. Methods for determining the exponent of a power-law tail by graphical means are often used in practice but are intrinsically unreliable. Maximum likelihood estimators for the exponent are a mathematically sound alternative to graphical methods. TI - Parameter estimation for power-law tail distributions by maximum likelihood methods KW - estimation KW - power-law KW - statistics AU - Bauke, Heiko PY - 2007/Apr/14/ UR - http://arxiv.org/abs/0704.1867 ER -