Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data

DOI10.2143/AST.33.2.503698zbMath1058.62030MaRDI QIDQ4661689

Vytaras Brazauskas, Robert J. Serfling

Publication date: 30 March 2005

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

Norwegian fire claims; wind catastrophes

Mathematics Subject Classification ID

62G35: Nonparametric robustness

62P05: Applications of statistics to actuarial sciences and financial mathematics

62G05: Nonparametric estimation

62G32: Statistics of extreme values; tail inference

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Cites Work

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