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Estimation of the Upper Cutoff Parameter for the Tapered Pareto Distribution

Yan Y. Kagan, & Frederic P. Schoenberg

Published 2001, SCEC Contribution #557

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.

Citation
Kagan, Y. Y., & Schoenberg, F. P. (2001). Estimation of the Upper Cutoff Parameter for the Tapered Pareto Distribution. Journal of Applied Probability, 38A, 158-175. doi: 10.1239/jap/1085496599.