Edgeworth expansion for an estimator of the adjustment coefficient-Reference-Cited by-同舟云学术

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Edgeworth expansion for an estimator of the adjustment coefficient

Published:2008-10 Issue:2 Volume:43 Page:203-208
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Brito Margarida,Freitas Ana Cristina Moreira

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference14 articles.

1. Weak limiting behaviour of a simple tail Pareto-index estimator;Bacro;Journal of Statistical Planning and Inference,1995

2. A tail bootstrap procedure for estimating the tail Pareto index;Bacro;Journal of Statistical Planning and Inference,1998

3. Limiting behaviour of a geometric-type estimator for tail indices;Brito;Insurance: Mathematics and Economics,2003

4. Weak convergence of a bootstrap geometric-type estimator with applications to risk theory;Brito;Insurance: Mathematics and Economics,2006

5. Asymptotic expansions of estimators for the tail index with applications;Cheng;Scandinavian Journal of Statistics,1998

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Tail prepivoting for the Hill estimator;Journal of Physics A: Mathematical and Theoretical;2016-04-12

2. Skewed distributions in finance and actuarial science: a review;The European Journal of Finance;2012-10-25

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