Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
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Publication:5954056
DOI10.1023/A:1011455027066zbMath0979.62016OpenAlexW268361915MaRDI QIDQ5954056
Robert J. Serfling, Vytaras Brazauskas
Publication date: 30 January 2002
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1011455027066
Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Statistics of extreme values; tail inference (62G32)
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