Robust estimation of the tail index of a single parameter pareto distribution from grouped data
Year of publication: |
2024
|
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Authors: | Poudyal, Chudamani |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 3, Art.-No. 45, p. 1-13
|
Subject: | claim severity | exponential distribution | grouped data | Pareto distribution | relative efficiency | robust estimation | truncated moments | Statistische Verteilung | Statistical distribution | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory |
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