Efficient and Robust Fitting of Lognormal Distributions
From MaRDI portal
Recommendations
Cites work
- Approximation Theorems of Mathematical Statistics
- Asymptotic normality of U-statistics based on trimmed samples
- Generalized L-, M-, and R-statistics
- Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
- scientific article; zbMATH DE number 3133146 (Why is no real title available?)
- scientific article; zbMATH DE number 3841064 (Why is no real title available?)
- scientific article; zbMATH DE number 5299204 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 193078 (Why is no real title available?)
- scientific article; zbMATH DE number 1128584 (Why is no real title available?)
- Multivariate location estimation using extension of \(R\)-estimates through \(U\)-statistics type approach
- On robustness in risk theory
- Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
- Sequential Confidence Intervals Based on Generalized Hodges–Lehmann Location Estimators and Related Statistics
- Small sample performance of robust estimators of tail parameters for pareto and exponential models
Cited in
(27)- Robust fitting of claim severity distributions and the method of trimmed moments
- Inference with the lognormal distribution
- Influence functions of empirical nonparametric estimators of net reinsurance premiums
- On moment-type estimators for a class of log-symmetric distributions
- Efficient computation of generalized median estimators
- Increased statistical efficiency in a lognormal mean model
- Optimal risk transfer under quantile-based risk measurers
- Generalized multivariate rank type test statistics via spatial U-quantiles
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
- Multivariate generalized linear-statistics of short range dependent data
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
- Robust loss reserving in a log-linear model
- Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families
- Interval estimation of actuarial risk measures
- Robust and efficient methods for credibility when claims are approximately gamma-distributed
- Robust and efficient fitting of loss models
- Robust estimation of loss models for lognormal insurance payment severity data
- Exact distribution of the product of \(m\) gamma and \(n\) Pareto random variables
- Robust and efficient fitting of severity models and the method of winsorized moments
- Fitting log-F models robustly, with an application to the analysis of extreme values.
- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
- A Unified Framework for Estimation in Lognormal Models
- L-estimation of claim severity models weighted by Kumaraswamy density
- \textit{Quantile least squares:} a flexible approach for robust estimation and validation of location-scale families
- Robust estimation and diagnostic of generalized linear model for insurance losses: a weighted likelihood approach
- Penalized likelihood estimators for truncated data
- Estimating conditional tail expectation with actuarial applications in view
This page was built for publication: Efficient and Robust Fitting of Lognormal Distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5715897)
