IPO estimation of heaviness of the distribution beyond regularly varying tails-Reference-Cited by-同舟云学术

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IPO estimation of heaviness of the distribution beyond regularly varying tails

Published:2019-09-10 Issue:1 Volume:38 Page:76-96
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Jordanova Pavlina¹,Stehlík Milan²³⁴

Affiliation:

1. Faculty of Mathematics and Informatics, Konstantin Preslavsky University of Shumen, Shumen, Bulgaria;

2. Department of Statistics, University of Valparaiso, Valparaíso, Chile;

3. Linz Institute of Technology (LIT), Johannes Kepler University in Linz, Linz, Austria;

4. Department of Applied Statistics, Johannes Kepler University in Linz, Linz, Austria

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07362994.2019.1647786

Reference54 articles.

1. On Sums of Claims and their Applications in Analysis of Pension Funds and Insurance Products

2. Weak properties and robustness of t-Hill estimators

3. On ecological aspects of dynamics for zero slope regression for water pollution in Chile

4. Generalized regular variation of second order

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1. Two-sided distributions with applications in insurance loss modeling;Statistical Methods & Applications;2024-03-27

2. A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data;Journal of Applied Statistics;2024-02-26

3. Detection and handling outliers in longitudinal data: wavelets decomposition as a solution;Communications in Statistics - Simulation and Computation;2022-03-16

4. IPO and IPO-NM estimators in exponentiated Fréchet case;THERMOPHYSICAL BASIS OF ENERGY TECHNOLOGIES (TBET 2020);2021

5. Logarithm of ratios of two order statistics and regularly varying tails;APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES: 11th International Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’19;2019

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