(Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853): Difference between revisions

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+Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
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+Robust estimation of extremes
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+A simple general approach to inference about the tail of a distribution
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+Robust Estimation of a Location Parameter
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+Normal rank
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+Robust Statistics
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+Normal rank
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+Robust Statistics
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+Normal rank
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+Robust inference with GMM estimators
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+Normal rank
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+Parameter Estimation for a Generalized Gamma Distribution
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+A robust estimator for the tail index of Pareto-type distributions
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