Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families

DOI10.1080/00949655.2017.1406939OpenAlexW2773396983MaRDI QIDQ4960578

J. K. Ghorai, Vytaras Brazauskas, Qian Zhao

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1406939

zbMATH Keywords

breakdown pointrobust estimationrelative efficiencytrimmed datalog-location-scale familiespremium-protection plotwinsorized data

Mathematics Subject Classification ID

Statistics (62-XX)

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Finite-sample performance of the T- and W-estimators for the Pareto tail index under data truncation and censoring

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