The following pages link to Vytaras Brazauskas (Q226405):
Displaying 30 items.
- Ordering Gini indexes of multivariate elliptical risks (Q320267) (← links)
- When inflation causes no increase in claim amounts (Q609693) (← links)
- Robust-efficient fitting of mixed linear models: methodology and theory (Q622434) (← links)
- Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164) (← links)
- Estimating conditional tail expectation with actuarial applications in view (Q947261) (← links)
- Robust fitting of claim severity distributions and the method of trimmed moments (Q1011542) (← links)
- Influence functions of empirical nonparametric estimators of net reinsurance premiums (Q1413387) (← links)
- Fisher information matrix for the Feller-Pareto distribution (Q1871267) (← links)
- Robustification and performance evaluation of empirical risk measures and other vector-valued estimators (Q2002995) (← links)
- Method of trimmed moments for robust fitting of parametric failure time models (Q2003018) (← links)
- Quantile estimation and the statistical relative efficiency curve (Q2003042) (← links)
- Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (Q2276207) (← links)
- Small sample performance of robust estimators of tail parameters for pareto and exponential models (Q2774401) (← links)
- Folded and log-folded-<i>t</i>distributions as models for insurance loss data (Q2866278) (← links)
- Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios (Q3505340) (← links)
- MODEL SELECTION AND AVERAGING OF HEALTH COSTS IN EPISODE TREATMENT GROUPS (Q4563790) (← links)
- Authors’ Reply to ‘Letter to the Editor regarding folded models and the paper by Brazauskas and Kleefeld (2011)’ (Q4576878) (← links)
- Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data (Q4661689) (← links)
- Information Matrix for Pareto(IV), Burr, and Related Distributions (Q4797732) (← links)
- A statistical application of the quantile mechanics approach: MTM estimators for the parameters of <i>t</i> and gamma distributions (Q4911098) (← links)
- Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families (Q4960578) (← links)
- Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed (Q5019753) (← links)
- Robust and Efficient Fitting of Loss Models (Q5029075) (← links)
- Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (Q5379162) (← links)
- Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators (Q5433117) (← links)
- Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution (Q5718128) (← links)
- ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS (Q5745195) (← links)
- Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics (Q5954056) (← links)
- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions (Q6549261) (← links)
- Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses (Q6640258) (← links)
