Pages that link to "Item:Q5954056"
From MaRDI portal
The following pages link to Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics (Q5954056):
Displaying 28 items.
- Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
- Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495) (← links)
- On the favorable estimation for fitting heavy tailed data (Q650699) (← links)
- Robust fitting of claim severity distributions and the method of trimmed moments (Q1011542) (← links)
- A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
- Influence functions of empirical nonparametric estimators of net reinsurance premiums (Q1413387) (← links)
- Fisher information matrix for the Feller-Pareto distribution (Q1871267) (← links)
- Yet another breakdown point notion: EFSBP. Illustrated at scale-shape models (Q1928379) (← links)
- Dual divergence estimators of the tail index (Q1952682) (← links)
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
- On the estimation of tails parameters for Pareto and exponential distributions (Q2255586) (← links)
- A review of goodness of fit tests for Pareto distributions (Q2315827) (← links)
- Robust conditional Weibull-type estimation (Q2351695) (← links)
- Parameter estimation of the Pareto distribution using a pivotal quantity (Q2398413) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← 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)
- Optimally robust estimators in generalized Pareto models (Q2863069) (← links)
- (Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853) (← links)
- New Goodness-of-Fit Tests for Pareto Distributions (Q3653516) (← links)
- Random quotients and robust estimation (Q3687510) (← links)
- Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data (Q4661689) (← links)
- Information Matrix for Pareto(IV), Burr, and Related Distributions (Q4797732) (← links)
- Small Sample Robust Testing for Normality against Pareto Tails (Q4905913) (← links)
- (Q5077796) (← links)
- Efficient and Robust Fitting of Lognormal Distributions (Q5715897) (← links)
- Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution (Q5718128) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
