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0342150 - ÚI 2011 RIV DE eng J - Journal Article
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
Grant - others:ASO(SK) SK-0607-BA-018; VEGA(SK) 1/0077/09; 50p14(CZ-AT) AKTION; AKTION(CZ-AT) 54p13
Institutional research plan: CEZ:AV0Z10300504
Keywords : heavy-tailed distribution * exact likelihood ratio test * T-score moment estimator * insurance * Basel II
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.500, year: 2010
Permanent Link: http://hdl.handle.net/11104/0184964