Small sample performance of robust estimators of tail parameters for pareto and exponential models
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Publication:2774401
DOI10.1080/00949650108812103zbMath0988.62018MaRDI QIDQ2774401
Vytaras Brazauskas, Robert J. Serfling
Publication date: 2 July 2002
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650108812103
breakdown point; robust estimation; exponential model; Pareto model; small-sample performance; generalized median statistics; tail index parameters
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