Pages that link to "Item:Q5715897"
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The following pages link to Efficient and Robust Fitting of Lognormal Distributions (Q5715897):
Displayed 19 items.
- Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
- Robust loss reserving in a log-linear model (Q495440) (← links)
- Exact distribution of the product of \(m\) gamma and \(n\) Pareto random variables (Q550112) (← links)
- Penalized likelihood estimators for truncated data (Q710793) (← links)
- Estimating conditional tail expectation with actuarial applications in view (Q947261) (← links)
- Robust fitting of claim severity distributions and the method of trimmed moments (Q1011542) (← links)
- Influence functions of empirical nonparametric estimators of net reinsurance premiums (Q1413387) (← links)
- On moment-type estimators for a class of log-symmetric distributions (Q1695417) (← links)
- Efficient computation of generalized median estimators (Q2255788) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- Generalized multivariate rank type test statistics via spatial U-quantiles (Q2479330) (← links)
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator (Q2480022) (← links)
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models (Q2682986) (← links)
- Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families (Q4960578) (← links)
- Interval Estimation of Actuarial Risk Measures (Q5018749) (← links)
- Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed (Q5019753) (← links)
- Robust and Efficient Fitting of Loss Models (Q5029075) (← links)
- ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA (Q5152546) (← links)
- ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS (Q5745195) (← links)