Pages that link to "Item:Q650699"
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The following pages link to On the favorable estimation for fitting heavy tailed data (Q650699):
Displaying 27 items.
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- A class of new tail index estimators (Q520570) (← links)
- On the favorable estimation for fitting heavy tailed data (Q650699) (← links)
- Fitting phase-type scale mixtures to heavy-tailed data and distributions (Q726126) (← links)
- Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
- When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management (Q1640042) (← links)
- Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← links)
- Acknowledgment of priority: Usage of the Lambert \(W\) function in statistics (Q2258604) (← links)
- The Hill estimators under power normalization (Q2290177) (← links)
- The estimations under power normalization for the tail index, with comparison (Q2316743) (← links)
- Likelihood testing with censored and missing duration data (Q2320930) (← links)
- The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
- Small sample performance of robust estimators of tail parameters for pareto and exponential models (Q2774401) (← links)
- The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
- Score function of distribution and revival of the moment method (Q2807755) (← links)
- An algorithm for fitting heavy-tailed distributions via generalized hyperexponentials (Q2815428) (← links)
- Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data (Q4661689) (← links)
- Small Sample Robust Testing for Normality against Pareto Tails (Q4905913) (← links)
- Mean, mode or median? The score mean (Q5079946) (← links)
- IPO estimation of heaviness of the distribution beyond regularly varying tails (Q5206080) (← links)
- Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution (Q5718128) (← links)
- Dichotomous unimodal compound models: application to the distribution of insurance losses (Q5861418) (← links)
- Log‐symmetric quantile regression models (Q6067784) (← links)
- A measure of variability within parametric families of continuous distributions (Q6549209) (← links)
- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions (Q6549261) (← links)
- Robust estimator of the ruin probability in infinite time for heavy-tailed distributions (Q6648833) (← links)
