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  • Search: subject:"maximum lq-likelihood estimator"
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Ausreißer 1 Estimation 1 Estimation theory 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Outliers 1 Schätztheorie 1 Schätzung 1 Statistical distribution 1 Statistische Verteilung 1 excesses over threshold 1 extreme value index 1 heavy-tailed distribution 1 maximum lq-likelihood estimator 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Benatia, Fatah 1 Idiou, Nesrine 1 Kouider, Mohammed Tidha 1 Toumi, Samia 1
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Croatian review of economic, business and social statistics : CREBSS 1
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ECONIS (ZBW) 1
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Maximum lq-likelihood estimator of the heavy-tailed distribution parameter
Kouider, Mohammed Tidha; Idiou, Nesrine; Toumi, Samia; … - In: Croatian review of economic, business and social … 10 (2024) 2, pp. 29-48
sample. Furthermore, the maximum lq-likelihood estimator asymptotic normality is established. Moreover, several simulation …
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