Estimating L-functionals for heavy-tailed distributions and application

DOI10.1155/2010/707146zbMath1200.62050WikidataQ58652676 ScholiaQ58652676MaRDI QIDQ609711

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

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

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

62G30: Order statistics; empirical distribution functions

62G32: Statistics of extreme values; tail inference

Related Items

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

R
LMOMENTS

Cites Work

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