Estimating the mean of heavy-tailed distributions
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Publication:1775992
DOI10.1023/B:EXTR.0000025668.95782.3DzbMATH Open1063.62073OpenAlexW2066831115MaRDI QIDQ1775992FDOQ1775992
Authors: Joachim Johansson 
Publication date: 20 May 2005
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:extr.0000025668.95782.3d
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Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Applications of statistics in engineering and industry; control charts (62P30) Statistics of extreme values; tail inference (62G32)
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- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators.
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- POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks
- A remark on multiobjective stochastic optimization via strongly convex functions
- Processing quantities with heavy-tailed distribution of measurement uncertainty: how to estimate the tails of the results of data processing
- Average sample number function for Pareto heavy tailed distributions
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- Estimating the Mean of Heavy-tailed Distribution under Random Truncation
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- Expected utility and catastrophic consumption risk
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts
- Estimation of a heavy-tailed Weibull-Pareto distribution and its application to QoE modeling
- Nonparametric Analysis of Univariate Heavy‐Tailed Data
- Kernel-type estimator of the mean for a heavy tailed distribution
- The random average mode estimator
- Point process-based Monte Carlo estimation
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