Kernel-type estimator of the mean for a heavy tailed distribution

DOI10.4310/SII.2015.V8.N1.A8zbMATH Open1407.62168MaRDI QIDQ1747433FDOQ1747433

Authors: Abdelaziz Rassoul 

Publication date: 8 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 6383001
• A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment
• Estimating the mean of a heavy tailed distribution
• Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
• Estimating the mean of heavy-tailed distributions

zbMATH Keywords

extreme quantilereduced bias

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

Cited In (4)

• Estimating the Mean of Heavy-tailed Distribution under Random Truncation
• Estimating the mean of a heavy tailed distribution
• Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions
• Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution

This page was built for publication: Kernel-type estimator of the mean for a heavy tailed distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1747433)