Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data
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Publication:4661689
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)
Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)
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- Large-sample quantile estimation in pareto laws
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- Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution
- Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
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