Efficient estimation in the Pareto distribution with the presence of outliers
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Publication:545142
DOI10.1016/j.stamet.2011.01.011zbMath1215.62021MaRDI QIDQ545142
Publication date: 22 June 2011
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2011.01.011
outliers; probability density function; maximum likelihood estimator; insurance; uniformly minimum variance unbiased estimator; cumulative distribution function; r\,th moment
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F10: Point estimation