Minkah, Richard; de Wet, Tertius; Ghosh, Abhik Robust estimation of Pareto-type tail index through an exponential regression model. (English) Zbl 07649580 Commun. Stat., Theory Methods 52, No. 2, 479-498 (2023). MSC: 62G05 62G32 62G35 PDF BibTeX XML Cite \textit{R. Minkah} et al., Commun. Stat., Theory Methods 52, No. 2, 479--498 (2023; Zbl 07649580) Full Text: DOI OpenURL
Fung, Tsz Chai Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models. (English) Zbl 07648741 Insur. Math. Econ. 107, 180-198 (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{T. C. Fung}, Insur. Math. Econ. 107, 180--198 (2022; Zbl 07648741) Full Text: DOI arXiv OpenURL
Poudyal, Chudamani Robust estimation of loss models for lognormal insurance payment severity data. (English) Zbl 1479.91339 ASTIN Bull. 51, No. 2, 475-507 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{C. Poudyal}, ASTIN Bull. 51, No. 2, 475--507 (2021; Zbl 1479.91339) Full Text: DOI arXiv OpenURL
Safari, Muhammad Aslam Mohd; Masseran, Nurulkamal; Ibrahim, Kamarulzaman On the identification of extreme outliers and dragon-kings mechanisms in the upper tail of income distribution. (English) Zbl 07480008 J. Appl. Stat. 46, No. 10, 1886-1902 (2019). MSC: 62Pxx PDF BibTeX XML Cite \textit{M. A. M. Safari} et al., J. Appl. Stat. 46, No. 10, 1886--1902 (2019; Zbl 07480008) Full Text: DOI OpenURL
Chu, J.; Dickin, O.; Nadarajah, S. A review of goodness of fit tests for Pareto distributions. (English) Zbl 1425.62028 J. Comput. Appl. Math. 361, 13-41 (2019). Reviewer: Johannes W. R. Martini (Texcoco) MSC: 62E15 62P20 91B02 PDF BibTeX XML Cite \textit{J. Chu} et al., J. Comput. Appl. Math. 361, 13--41 (2019; Zbl 1425.62028) Full Text: DOI Link OpenURL
Zhao, Qian; Brazauskas, Vytaras; Ghorai, Jugal Robust and efficient fitting of severity models and the method of winsorized moments. (English) Zbl 1390.62230 ASTIN Bull. 48, No. 1, 275-309 (2018). MSC: 62P05 62F35 91B30 PDF BibTeX XML Cite \textit{Q. Zhao} et al., ASTIN Bull. 48, No. 1, 275--309 (2018; Zbl 1390.62230) Full Text: DOI OpenURL
Su, Jianxi; Furman, Edward Multiple risk factor dependence structures: distributional properties. (English) Zbl 1395.91261 Insur. Math. Econ. 76, 56-68 (2017). MSC: 91B30 62P05 62G32 PDF BibTeX XML Cite \textit{J. Su} and \textit{E. Furman}, Insur. Math. Econ. 76, 56--68 (2017; Zbl 1395.91261) Full Text: DOI arXiv OpenURL
Fischer, Svenja; Fried, Roland; Wendler, Martin Multivariate generalized linear-statistics of short range dependent data. (English) Zbl 1332.62158 Electron. J. Stat. 10, No. 1, 646-682 (2016). MSC: 62G30 60G10 60F17 PDF BibTeX XML Cite \textit{S. Fischer} et al., Electron. J. Stat. 10, No. 1, 646--682 (2016; Zbl 1332.62158) Full Text: DOI arXiv Euclid OpenURL
Kantar, Yeliz Mert; Yildirim, Vural Robust estimation for parameters of the extended Burr type III distribution. (English) Zbl 1327.62108 Commun. Stat., Simulation Comput. 44, No. 7, 1901-1930 (2015). MSC: 62F10 62F35 PDF BibTeX XML Cite \textit{Y. M. Kantar} and \textit{V. Yildirim}, Commun. Stat., Simulation Comput. 44, No. 7, 1901--1930 (2015; Zbl 1327.62108) Full Text: DOI OpenURL
Gomes, M. Ivette; Stehlík, Milan The latest advances on the Hill estimator and its modifications. (English) Zbl 1331.62261 Akritas, Michael G. (ed.) et al., Topics in nonparametric statistics. Proceedings of the first conference of the International Society for Nonparametric Statistics, ISNPS, Chalkidiki, Greece, June 15–19, 2012. New York, NY: Springer (ISBN 978-1-4939-0568-3/hbk; 978-1-4939-0569-0/ebook). Springer Proceedings in Mathematics & Statistics 74, 323-333 (2014). MSC: 62G32 PDF BibTeX XML Cite \textit{M. I. Gomes} and \textit{M. Stehlík}, Springer Proc. Math. Stat. 74, 323--333 (2014; Zbl 1331.62261) Full Text: DOI OpenURL
Beran, Jan; Schell, Dieter; Stehlík, Milan The harmonic moment tail index estimator: asymptotic distribution and robustness. (English) Zbl 1281.62123 Ann. Inst. Stat. Math. 66, No. 1, 193-220 (2014). MSC: 62G32 62E20 62G35 65C60 PDF BibTeX XML Cite \textit{J. Beran} et al., Ann. Inst. Stat. Math. 66, No. 1, 193--220 (2014; Zbl 1281.62123) Full Text: DOI OpenURL
Hubert, Mia; Dierckx, Goedele; Vanpaemel, Dina Detecting influential data points for the Hill estimator in Pareto-type distributions. (English) Zbl 1471.62093 Comput. Stat. Data Anal. 65, 13-28 (2013). MSC: 62-08 62G32 62G35 PDF BibTeX XML Cite \textit{M. Hubert} et al., Comput. Stat. Data Anal. 65, 13--28 (2013; Zbl 1471.62093) Full Text: DOI Link OpenURL
Bouzebda, Salim; Cherfi, Mohamed Dual divergence estimators of the tail index. (English) Zbl 1398.62120 ISRN Probab. Stat. 2012, Article ID 746203, 14 p. (2012). MSC: 62G32 62G05 62G35 PDF BibTeX XML Cite \textit{S. Bouzebda} and \textit{M. Cherfi}, ISRN Probab. Stat. 2012, Article ID 746203, 14 p. (2012; Zbl 1398.62120) Full Text: DOI OpenURL
Stehlík, Milan; Fabián, Zdeněk; Střelec, Luboš Small sample robust testing for normality against Pareto tails. (English) Zbl 1347.62036 Commun. Stat., Simulation Comput. 41, No. 7, 1167-1194 (2012). MSC: 62F03 62F05 62F10 62F12 62F35 91G60 PDF BibTeX XML Cite \textit{M. Stehlík} et al., Commun. Stat., Simulation Comput. 41, No. 7, 1167--1194 (2012; Zbl 1347.62036) Full Text: DOI OpenURL
Beran, Jan; Schell, Dieter On robust tail index estimation. (English) Zbl 1255.62149 Comput. Stat. Data Anal. 56, No. 11, 3430-3443 (2012). MSC: 62G32 62G35 PDF BibTeX XML Cite \textit{J. Beran} and \textit{D. Schell}, Comput. Stat. Data Anal. 56, No. 11, 3430--3443 (2012; Zbl 1255.62149) Full Text: DOI OpenURL
Stehlík, Milan; Potocký, Rastislav; Waldl, Helmut; Fabián, Zdeněk On the favorable estimation for fitting heavy tailed data. (English) Zbl 1226.62013 Comput. Stat. 25, No. 3, 485-503 (2010). MSC: 62F03 62E15 62G32 62P05 PDF BibTeX XML Cite \textit{M. Stehlík} et al., Comput. Stat. 25, No. 3, 485--503 (2010; Zbl 1226.62013) Full Text: DOI OpenURL
Brazauskas, Vytaras; Kleefeld, Andreas Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view. (English) Zbl 1231.91148 Insur. Math. Econ. 45, No. 3, 424-435 (2009). MSC: 91B30 91B82 62G32 62E15 PDF BibTeX XML Cite \textit{V. Brazauskas} and \textit{A. Kleefeld}, Insur. Math. Econ. 45, No. 3, 424--435 (2009; Zbl 1231.91148) Full Text: DOI OpenURL
Rizzo, Maria L. New goodness-of-fit tests for Pareto distributions. (English) Zbl 1178.62051 Astin Bull. 39, No. 2, 691-715 (2009). MSC: 62G10 62G32 62N03 PDF BibTeX XML Cite \textit{M. L. Rizzo}, ASTIN Bull. 39, No. 2, 691--715 (2009; Zbl 1178.62051) Full Text: DOI OpenURL
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas Robust fitting of claim severity distributions and the method of trimmed moments. (English) Zbl 1159.62067 J. Stat. Plann. Inference 139, No. 6, 2028-2043 (2009). MSC: 62P05 62F12 62F35 PDF BibTeX XML Cite \textit{V. Brazauskas} et al., J. Stat. Plann. Inference 139, No. 6, 2028--2043 (2009; Zbl 1159.62067) Full Text: DOI OpenURL
Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas Estimating conditional tail expectation with actuarial applications in view. (English) Zbl 1152.62027 J. Stat. Plann. Inference 138, No. 11, 3590-3604 (2008). MSC: 62G32 62G20 62P05 62F12 62F25 62G15 PDF BibTeX XML Cite \textit{V. Brazauskas} et al., J. Stat. Plann. Inference 138, No. 11, 3590--3604 (2008; Zbl 1152.62027) Full Text: DOI OpenURL
Dornheim, Harald; Brazauskas, Vytaras Robust and efficient methods for credibility when claims are approximately gamma-distributed. (English) Zbl 1477.91045 N. Am. Actuar. J. 11, No. 3, 138-158 (2007). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{H. Dornheim} and \textit{V. Brazauskas}, N. Am. Actuar. J. 11, No. 3, 138--158 (2007; Zbl 1477.91045) Full Text: DOI OpenURL
Vandewalle, B.; Beirlant, J.; Christmann, A.; Hubert, M. A robust estimator for the tail index of Pareto-type distributions. (English) Zbl 1445.62102 Comput. Stat. Data Anal. 51, No. 12, 6252-6268 (2007). MSC: 62G32 62G35 86A32 PDF BibTeX XML Cite \textit{B. Vandewalle} et al., Comput. Stat. Data Anal. 51, No. 12, 6252--6268 (2007; Zbl 1445.62102) Full Text: DOI OpenURL
Kaiser, Thomas; Brazauskas, Vytaras Interval estimation of actuarial risk measures. (English) Zbl 1480.91214 N. Am. Actuar. J. 10, No. 4, 249-268 (2006). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{T. Kaiser} and \textit{V. Brazauskas}, N. Am. Actuar. J. 10, No. 4, 249--268 (2006; Zbl 1480.91214) Full Text: DOI OpenURL
Finkelstein, Mark; Tucker, Howard G.; Veeh, Jerry Alan Pareto tail index estimation revisited. (English) Zbl 1478.62073 N. Am. Actuar. J. 10, No. 1, 1-10 (2006). MSC: 62F35 62P05 PDF BibTeX XML Cite \textit{M. Finkelstein} et al., N. Am. Actuar. J. 10, No. 1, 1--10 (2006; Zbl 1478.62073) Full Text: DOI OpenURL
Brazauskas, Vytaras; Serfling, Robert Favorable estimators for fitting Pareto models: a study using goodness-of-fit measures with actual data. (English) Zbl 1058.62030 Astin Bull. 33, No. 2, 365-381 (2003). MSC: 62G05 62P05 62G35 62G32 PDF BibTeX XML Cite \textit{V. Brazauskas} and \textit{R. Serfling}, ASTIN Bull. 33, No. 2, 365--381 (2003; Zbl 1058.62030) Full Text: DOI OpenURL
Brazauskas, Vytaras Influence functions of empirical nonparametric estimators of net reinsurance premiums. (English) Zbl 1024.62042 Insur. Math. Econ. 32, No. 1, 115-133 (2003). MSC: 62P05 62G05 PDF BibTeX XML Cite \textit{V. Brazauskas}, Insur. Math. Econ. 32, No. 1, 115--133 (2003; Zbl 1024.62042) Full Text: DOI OpenURL
Brazauskas, Vytaras Information matrix for Pareto(IV), Burr, and related distributions. (English) Zbl 1029.62013 Commun. Stat., Theory Methods 32, No. 2, 315-325 (2003). MSC: 62E15 PDF BibTeX XML Cite \textit{V. Brazauskas}, Commun. Stat., Theory Methods 32, No. 2, 315--325 (2003; Zbl 1029.62013) Full Text: DOI OpenURL
Brazauskas, Vytaras Fisher information matrix for the Feller-Pareto distribution. (English) Zbl 1014.60009 Stat. Probab. Lett. 59, No. 2, 159-167 (2002). MSC: 60E05 62E10 62E15 PDF BibTeX XML Cite \textit{V. Brazauskas}, Stat. Probab. Lett. 59, No. 2, 159--167 (2002; Zbl 1014.60009) Full Text: DOI OpenURL
Brazauskas, Vytaras; Serfling, Robert Small sample performance of robust estimators of tail parameters for Pareto and exponential models. (English) Zbl 0988.62018 J. Stat. Comput. Simulation 70, No. 1, 1-19 (2001). MSC: 62F35 62F10 65C60 PDF BibTeX XML Cite \textit{V. Brazauskas} and \textit{R. Serfling}, J. Stat. Comput. Simulation 70, No. 1, 1--19 (2001; Zbl 0988.62018) Full Text: DOI OpenURL