Pages that link to "Item:Q2774401"
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The following pages link to Small sample performance of robust estimators of tail parameters for pareto and exponential models (Q2774401):
Displaying 11 items.
- Influence functions of empirical nonparametric estimators of net reinsurance premiums (Q1413387) (← links)
- On robust tail index estimation (Q1927123) (← links)
- Parameter estimation of the Pareto distribution using a pivotal quantity (Q2398413) (← links)
- Robust Estimation for Parameters of the Extended Burr Type III Distribution (Q2943802) (← links)
- Smooth tail-index estimation (Q3401368) (← links)
- New Goodness-of-Fit Tests for Pareto Distributions (Q3653516) (← links)
- Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data (Q4661689) (← links)
- Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families (Q4960578) (← links)
- Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators (Q5433117) (← links)
- Efficient and Robust Fitting of Lognormal Distributions (Q5715897) (← links)
- Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)
