Robust fitting of claim severity distributions and the method of trimmed moments
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Publication:1011542
DOI10.1016/j.jspi.2008.09.012zbMath1159.62067OpenAlexW3125211396MaRDI QIDQ1011542
Ričardas Zitikis, Vytaras Brazauskas, Bruce L. Jones
Publication date: 8 April 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.09.012
Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Robustness and adaptive procedures (parametric inference) (62F35)
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