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Estimation of the upper cutoff parameter for the tapered Pareto distribution

  • Y. Y. Kagan (a1) and F. Schoenberg (a1)
Abstract

The tapered (or generalized) Pareto distribution, also called the modified Gutenberg-Richter law, has been used to model the sizes of earthquakes. Unfortunately, maximum likelihood estimates of the cutoff parameter are substantially biased. Alternative estimates for the cutoff parameter are presented, and their properties discussed.

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Corresponding author
1 Postal address: Department of Earth and Space Sciences, University of California, Los Angeles, CA 90095–1567, USA. Email: ykagan@ucla.edu
2 Postal address: Department of Statistics, University of California, Los Angeles, CA 90095–1554, USA. Email: frederic@stat.ucla.edu
References
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Journal of Applied Probability
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