Efficient and Robust Fitting of Lognormal Distributions

DOI10.1080/10920277.2002.10596067zbMath1084.62511OpenAlexW1990036830MaRDI QIDQ5715897

Robert J. Serfling

Publication date: 5 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2002.10596067

zbMATH Keywords

efficient estimationrobust estimationnormal modellognormal modelgeneralized median statistics

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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• Small sample performance of robust estimators of tail parameters for pareto and exponential models
• Approximation Theorems of Mathematical Statistics
• Sequential Confidence Intervals Based on Generalized Hodges–Lehmann Location Estimators and Related Statistics
• Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
• On robustness in risk theory

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