A statistical application of the quantile mechanics approach: MTM estimators for the parameters of t and gamma distributions

DOI10.1017/S0956792512000137MaRDI QIDQ4911098

Vytaras Brazauskas, Andreas Kleefeld

Publication date: 13 March 2013

Published in: European Journal of Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic properties of estimators (62F12)computational problems in statistics (65C60)method of trimmed moments (62F99)point estimation (62F10)robustness and adaptive procedures (62F35)

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS

Uses Software

• Mathematica
• QRM

Cites Work

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• Robust fitting of claim severity distributions and the method of trimmed moments
• Quantile probability and statistical data modeling
• Folded and log-folded-tdistributions as models for insurance loss data
• Approximation Theorems of Mathematical Statistics
• Quantile mechanics
• Robust Statistics
• Robust Estimation of a Location Parameter

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