Method of winsorized moments for robust fitting of truncated and censored lognormal distributions
Year of publication: |
2024
|
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Authors: | Poudyal, Chudamani ; Zhao, Qian ; Brazauskas, Vytaras |
Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 28.2024, 1, p. 236-260
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Subject: | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Momentenmethode | Method of moments |
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