Estimating L-functionals for heavy-tailed distributions and application
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Publication:609711
DOI10.1155/2010/707146zbMath1200.62050OpenAlexW2049933324WikidataQ58652676 ScholiaQ58652676MaRDI QIDQ609711
Abdelhakim Necir, Djamel Meraghni
Publication date: 1 December 2010
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/225596
Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
Related Items (3)
Variable screening based on Gaussian centered L-moments ⋮ Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses ⋮ Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime
Uses Software
Cites Work
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