Pages that link to "Item:Q5295957"
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The following pages link to A robust prediction error criterion for pareto modelling of upper tails (Q5295957):
Displaying 10 items.
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data (Q542948) (← links)
- A robust coefficient of determination for regression (Q963875) (← links)
- Robust fitting of claim severity distributions and the method of trimmed moments (Q1011542) (← links)
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
- A robust semi-parametric approach for measuring income inequality in Malaysia (Q2151748) (← links)
- Asymptotic and bootstrap inference for top income shares (Q2440141) (← links)
- Optimally robust estimators in generalized Pareto models (Q2863069) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)