A Comparison of Robust Methods for Pareto Tail Modeling in the Case of Laeken Indicators

Author:

Alfons Andreas,Templ Matthias,Filzmoser Peter,Holzer Josef

Publisher

Springer Berlin Heidelberg

Reference17 articles.

1. Alfons, A.: simFrame: Simulation Framework. R package version 0.1.2 (2009), http://CRAN.R-project.org/package=simFrame

2. Alfons, A., Holzer, J., Templ, M.: laeken: Laeken indicators for measuring social cohesion. R package version 0.1 (2010), http://CRAN.R-project.org/package=laeken

3. Alfons, A., Kraft, S., Templ, M., Filzmoser, P.: Simulation of synthetic population data for household surveys with application to EU-SILC. Research Report CS-2010-1, Department of Statistics and Probability Theory, Vienna University of Technology (2010), http://www.statistik.tuwien.ac.at/forschung/CS/CS-2010-1complete.pdf

4. Alfons, A., Templ, M., Filzmoser, P.: simFrame: An object-oriented framework for statistical simulation. Research Report CS-2009-1, Department of Statistics and Probability Theory, Vienna University of Technology (2009), http://www.statistik.tuwien.ac.at/forschung/CS/CS-2009-1complete.pdf

5. Beirlant, J., Vynckier, P., Teugels, J.L.: Tail index estimation, Pareto quantile plots, and regression diagnostics. J. Amer. Statist. Assoc. 31(436), 1659–1667 (1996)

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