On the Favorable Estimation for Fitting Heavy Tailed Data

Stehlík, M. - Potocký, R. - Waldl, H. - Fabián, Zdeněk
On the Favorable Estimation for Fitting Heavy Tailed Data.
Computational Statistics. Roč. 25, č. 3 (2010), s. 485-503. ISSN 0943-4062. E-ISSN 1613-9658
Impakt faktor: 0.500, rok: 2010
http://hdl.handle.net/11104/0184964

Citováno: 15

--- BRAHIMI, B. - MERAGHNI, D. - NECIR, A. - YAHIA, D. A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment. JOURNAL OF STATISTICAL PLANNING AND INFERENCE. ISSN 0378-3758, JUN 2013, vol. 143, no. 6, p. 1064-1081. [WOS]
--- LINDA, B. - KUBANOVA, J. Bootstrap application of the Bornhuetter-Ferguson method. PROCEEDINGS OF 30TH INTERNATIONAL CONFERENCE MATHEMATICAL METHODS IN ECONOMICS, PTS I AND II. 2012, p. 524-529. [WOS]
--- BARAKAT, H.M. - NIGM, E.M. - ALASWED, H.A. The Hill estimators under power normalization. APPLIED MATHEMATICAL MODELLING. ISSN 0307-904X, MAY 2017, vol. 45, p. 813-822. [WOS]
--- PAULAUSKAS, V. - VAIIULIS, M. A class of new tail index estimators. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS. ISSN 0020-3157, APR 2017, vol. 69, no. 2, p. 461-487. [WOS]
--- CAEIRO, F. - GOMES, M.I. - BEIRLANT, J. - DE WET, T. Mean-of-order p reduced-bias extreme value index estimation under a third-order framework. EXTREMES. ISSN 1386-1999, DEC 2016, vol. 19, no. 4, p. 561-589. [WOS]
--- GOERG, G.M. ACKNOWLEDGMENT OF PRIORITY USAGE OF THE LAMBERT W FUNCTION IN STATISTICS. ANNALS OF APPLIED STATISTICS. ISSN 1932-6157, DEC 2014, vol. 8, no. 4, p. 2567-2567. [WOS]
--- MCELROY, T. - NAGARAJA, C.H. Tail index estimation with a fixed tuning parameter fraction. JOURNAL OF STATISTICAL PLANNING AND INFERENCE. ISSN 0378-3758, MAR 2016, vol. 170, p. 27-45. [WOS]
--- BARAKAT, H.M. - NIGM, E.M. - KHALED, O.M. - ALASWED, H.A. The estimations under power normalization for the tail index, with comparison. ASTA-ADVANCES IN STATISTICAL ANALYSIS. ISSN 1863-8171, JUL 2018, vol. 102, no. 3, p. 431-454. [WOS]
--- BOUALI, D.L. - BENATIA, F. - BRAHIMI, B. - CHESNEAU, C. Robust Estimator of Conditional Tail Expectation of Pareto-Type Distribution. JOURNAL OF STATISTICAL THEORY AND PRACTICE. ISSN 1559-8608, MAR 2021, vol. 15, no. 1. [WOS]
--- JORDANOVA, P.K. - PETKOVA, M.P. Tails and Probabilities for Extreme Outliers. APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES (AMITANS'18). ISSN 0094-243X, 2018, vol. 2025. [WOS]
--- LAI, K. - YANUSHKEVICH, S.N. - SHMERKO, V.P. Epidemic Attack on the Aircraft Carrier Theodore Roosevelt: Bridging the Gaps in Emergency Management. JOURNAL OF DEFENSE MODELING AND SIMULATION-APPLICATIONS METHODOLOGY TECHNOLOGY-JDMS. ISSN 1548-5129. [WOS]
--- MAHMOUDI, R. - EMROUZNEJAD, A. - RASTI-BARZOKI, M. A bargaining game model for performance assessment in network DEA considering sub-networks: a real case study in banking. NEURAL COMPUTING & APPLICATIONS. ISSN 0941-0643, OCT 2019, vol. 31, no. 10, p. 6429-6447. [WOS]
--- SAULO, H. - DASILVA, A. - LEIVA, V. - SANCHEZ, L. - DE LA FUENTE-MELLA, H. Log-symmetric quantile regression models. STATISTICA NEERLANDICA. ISSN 0039-0402, MAY 2022, vol. 76, no. 2, p. 124-163. [WOS]
--- SERVIN-AGUILAR, J.G. - RIZO-DOMINGUEZ, L. - PARDINAS-MIR, J.A. - VARGAS-ROSALES, C. - PADILLA-CANTOYA, I. Epilepsy Seizure Detection: A Heavy Tail Approach. IEEE ACCESS. ISSN 2169-3536, 2020, vol. 8, p. 208170-208178. [WOS]
--- TOMARCHIO, S.D. - PUNZO, A. Dichotomous unimodal compound models: application to the distribution of insurance losses. JOURNAL OF APPLIED STATISTICS. ISSN 0266-4763, NOV 17 2020, vol. 47, no. 13-15, SI, p. 2328-2353. [WOS]