Detecting influential data points for the Hill estimator in Pareto-type distributions
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Publication:146008
DOI10.1016/j.csda.2012.07.011zbMath1471.62093OpenAlexW2069577445MaRDI QIDQ146008
Mia Hubert, Dina Vanpaemel, Goedele Dierckx, Goedele Dierckx, Mia Hubert, Dina Vanpaemel
Publication date: September 2013
Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/351849
Computational methods for problems pertaining to statistics (62-08) Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32)
Related Items (9)
Robust bootstrap procedures for the chain-ladder method ⋮ Finite-sample performance of the T- and W-estimators for the Pareto tail index under data truncation and censoring ⋮ A new non-parametric detector of univariate outliers for distributions with unbounded support ⋮ Robust estimation of the conditional stable tail dependence function ⋮ Dual divergence estimators of the tail index ⋮ Optimal risk transfer under quantile-based risk measurers ⋮ Simple tail index estimation for dependent and heterogeneous data with missing values ⋮ Special issue on robust analysis of complex data ⋮ ptsuite
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