Efficient and robust estimation of tail parameters for Pareto and exponential models (Q6128490)
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scientific article; zbMATH DE number 7832685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient and robust estimation of tail parameters for Pareto and exponential models |
scientific article; zbMATH DE number 7832685 |
Statements
Efficient and robust estimation of tail parameters for Pareto and exponential models (English)
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15 April 2024
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heavy tails
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\(M\)-estimator
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Monte Carlo simulations
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outliers
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relative excesses over a large threshold
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robust weighted maximum likelihood estimator
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