Pages that link to "Item:Q5937048"
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The following pages link to Estimating the mean of a heavy tailed distribution (Q5937048):
Displaying 25 items.
- Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis (Q483520) (← links)
- Expected utility and catastrophic consumption risk (Q495495) (← links)
- Point process-based Monte Carlo estimation (Q517403) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance (Q861528) (← links)
- A nonparametric repeated significance test with adaptive target sample size (Q866633) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. (Q1879934) (← links)
- Estimation problems for distributions with heavy tails (Q1883277) (← links)
- Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval (Q2161485) (← links)
- Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- (Q2935679) (← links)
- Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses (Q3193130) (← links)
- ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS (Q5065459) (← links)
- ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
- Estimating the Mean of Heavy-tailed Distribution under Random Truncation (Q5071348) (← links)
- Contrasting the Gini and Zenga indices of economic inequality (Q5128906) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- The asymptotic distribution of a truncated sample mean for the extremely heavy-tailed distributions (Q6573065) (← links)
- Robust estimator of the ruin probability in infinite time for heavy-tailed distributions (Q6648833) (← links)
- Reduced-bias estimator of the ruin probability in infinite time for heavy-tailed distributions with index in the upper half of the unit interval (Q6670087) (← links)
