Optimally robust estimators in generalized Pareto models
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Publication:2863069
DOI10.1080/02331888.2011.628022zbMath1440.62100arXiv1005.1476OpenAlexW3098475594MaRDI QIDQ2863069
Nataliya Horbenko, Peter Ruckdeschel
Publication date: 21 November 2013
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.1476
Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
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Uses Software
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