Divergence based robust estimation of the tail index through an exponential regression model-Reference-Cited by-同舟云学术

Divergence based robust estimation of the tail index through an exponential regression model

Published:2016-07-18 Issue:2 Volume:26 Page:181-213
ISSN:1618-2510
Container-title:Statistical Methods & Applications
language:en
Short-container-title:Stat Methods Appl

Author:

Ghosh Abhik^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s10260-016-0364-9/fulltext.html

Reference28 articles.

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2. Alfons A, Kraft S (2012) simPopulation: simulation of synthetic populations for surveys based on sample data. http://CRAN.R-project.org/package=simPopulation , R Package version 0.4.0

3. Alfons A, Kraft S, Templ M, Filzmoser P (2011a) Simulation of close-to-reality population data for household surveys with application to EU-SILC. Stat Methods Appl 20(3):383–407

4. Alfons A, Templ S (2013) Estimation of social exclusion indicators from complex surveys: the R package leaken. J Stat Softw 54(15):1–25

5. Alfons A, Templ M, Filzmoser P, Holzer J (2011b) Robust Pareto tail modeling for the estimation of indicators on social exclusion using the R Package laeken. Research report CS-2011-2, Department of Statistics and Probability Theory, Vienna University of Technology

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