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

DOI10.1080/00949655.2022.2146114OpenAlexW4309263533MaRDI QIDQ6074391

Chudamani Poudyal, Vytaras Brazauskas

Publication date: 19 September 2023

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

Full work available at URL: https://doi.org/10.1080/00949655.2022.2146114

zbMATH Keywords

robust estimationtruncated and censored dataPareto tail indexinsurance paymentstrimmed and winsorized moments

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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