Pages that link to "Item:Q5718128"

The following pages link to Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution (Q5718128):

Displaying 30 items.

• Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
• Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
• On the favorable estimation for fitting heavy tailed data (Q650699) (← links)
• Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164) (← 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)
• A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
• Influence functions of empirical nonparametric estimators of net reinsurance premiums (Q1413387) (← links)
• Fisher information matrix for the Feller-Pareto distribution (Q1871267) (← links)
• On robust tail index estimation (Q1927123) (← links)
• Dual divergence estimators of the tail index (Q1952682) (← links)
• A review of goodness of fit tests for Pareto distributions (Q2315827) (← links)
• Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
• The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
• Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models (Q2682986) (← links)
• Small sample performance of robust estimators of tail parameters for pareto and exponential models (Q2774401) (← links)
• The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
• Robust Estimation for Parameters of the Extended Burr Type III Distribution (Q2943802) (← 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)
• Information Matrix for Pareto(IV), Burr, and Related Distributions (Q4797732) (← links)
• Small Sample Robust Testing for Normality against Pareto Tails (Q4905913) (← links)
• Pareto Tail Index Estimation Revisited (Q5018702) (← links)
• Interval Estimation of Actuarial Risk Measures (Q5018749) (← links)
• Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed (Q5019753) (← links)
• On the identification of extreme outliers and dragon-kings mechanisms in the upper tail of income distribution (Q5036635) (← 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)
• Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)