param.boot: Parametric bootstrap confidence intervals of parameters of...

In bvpa: Bivariate Pareto Distribution

Parametric bootstrap confidence intervals of parameters of Block-Basu Bivariate Pareto (BBBVPA) distribution

Description

Parametric bootstrap confidence interval of parameters of BBBVPA distribution.

Usage

param.boot(
  data,
  s1.int,
  s2.int,
  a0.int,
  a1.int,
  a2.int,
  conf.lev = 0.95,
  intv.m1 = c(0, 2),
  intv.m2 = c(0, 2),
  no.paboot = 100,
  tol = 1e-04,
  ...
)

Arguments

data	bivariate observations.
s1.int	initial choice of \sigma_1.
s2.int	initial choice of \sigma_2.
a0.int	initial choice of \alpha_0.
a1.int	initial choice of \alpha_1.
a2.int	initial choice of \alpha_2.
conf.lev	confidence level, defult 0.95.
intv.m1	interval related to confidence interval of \mu_1, c(0,2) (default).
intv.m2	interval related to confidence interval of \mu_1, c(0,2) (default).
no.paboot	number of bootstrap samples, 100 (default).
tol	convergence tolerance for confidence interval of \mu_1. and \mu_2, 0.0001 (default).
...	further arguments to pass to estimates.

Value

A matrix of lower and upper confidence interval limits (in the first and second column respectively). The matrix rows are labeled by the parameter names (if any) and columns by the corresponding distribution quantiles.

Author(s)

Biplab Paul <[e-mail]> and Arabin Kumar Dey <[e-mail]>

Examples

# see the example of estimation

bvpa documentation built on Aug. 8, 2023, 5:11 p.m.