Small sample performance of robust estimators of tail parameters for pareto and exponential models
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Publication:2774401
DOI10.1080/00949650108812103zbMath0988.62018OpenAlexW2104515342MaRDI QIDQ2774401
Vytaras Brazauskas, Robert J. Serfling
Publication date: 2 July 2002
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650108812103
breakdown pointrobust estimationexponential modelPareto modelsmall-sample performancegeneralized median statisticstail index parameters
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Cites Work
- Generalized L-, M-, and R-statistics
- Comparison of some robust estimators of scale in gamma samples with known shape
- Rejection of Outliers
- Simplified Estimates for the Exponential Distribution
- Large-sample quantile estimation in pareto laws
- Asymptotic Optimum Quantiles for the Estimation of the Parameters of the Negative Exponential Distribution
- Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution
- Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
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