Author:
Brazauskas Vytaras,Jones Bruce L.,Zitikis Ričardas
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference20 articles.
1. Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators;Brazauskas;J. Statist. Comput. Simulation,2007
2. Robustification and performance evaluation of empirical risk measures and other vector-valued estimators;Brazauskas;Metron,2007
3. Brazauskas, V., Serfling, R., 2000a. Robust and efficient estimation of the tail index of a single-parameter Pareto distribution (with discussion). North America Actuarial J. 4(4), 12–27 [Discussion: 5(3), 123–126. Reply: 5(3), 126–128].
4. Brazauskas, V., Serfling, R., 2000b. Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics. Extremes 3(3), 231-249
5. Favorable estimators for fitting Pareto models: a study using goodness-of-fit measures with actual data;Brazauskas;ASTIN Bull.,2003
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