Estimating 𝐿-Functionals for Heavy-Tailed Distributions and Application
𝐿-functionals summarize numerous statistical parameters and actuarial risk measures. Their sample estimators are linear combinations of order statistics (𝐿-statistics). There exists a class of heavy-tailed distributions for which the asymptotic normality of these estimators cannot be obtained by cla...
Saved in:
Main Authors: | Abdelhakim Necir, Djamel Meraghni |
---|---|
Format: | Article |
Language: | English |
Published: |
Wiley
2010-01-01
|
Series: | Journal of Probability and Statistics |
Online Access: | http://dx.doi.org/10.1155/2010/707146 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
POT-Based Estimation of the Renewal Function of Interoccurrence Times of Heavy-Tailed Risks
by: Abdelhakim Necir, et al.
Published: (2010-01-01) -
Statistical Inference for Heavy-Tailed Burr X Distribution with Applications
by: Mohamed Kayid, et al.
Published: (2024-01-01) -
Distribution and moment characteristics of a quotient of heavy-tailed random variables
by: Kęstutis Gadeikis
Published: (2023-09-01) -
A New Class of Heavy-Tailed Distributions: Modeling and Simulating Actuarial Measures
by: Jin Zhao, et al.
Published: (2021-01-01) -
Inference about the Tail of a Distribution: Improvementon the Hill Estimator
by: Jean Nuyts
Published: (2010-01-01)