“Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,” Vytaras Brazauskas and Robert Serfling, October 2000.

DOI10.1080/10920277.2001.10596004zbMath1083.62523OpenAlexW2059124537MaRDI QIDQ5718227

Martin Bilodeau

Publication date: 13 January 2006

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

Full work available at URL: https://doi.org/10.1080/10920277.2001.10596004

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Statistics of extreme values; tail inference (62G32)

Related Items (2)

“Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,” Vytaras Brazauskas and Robert Serfling, October 2000. ⋮ Pareto Tail Index Estimation Revisited

Cites Work

• Unnamed Item
• Generalized L-, M-, and R-statistics
• Constrained \(M\)-estimation for multivariate location and scatter
• “Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,” Vytaras Brazauskas and Robert Serfling, October 2000.
• Robust Statistics

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