On the Favorable Estimation for Fitting Heavy Tailed Data

Number of the records: 1

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SYSNO	0342150
Title	On the Favorable Estimation for Fitting Heavy Tailed Data
Author(s)	Stehlík, M. (AT) Potocký, R. (SK) Waldl, H. (AT) Fabián, Zdeněk (UIVT-O)_{SAI, RID}
Source Title	Computational Statistics. Roč. 25, č. 3 (2010), s. 485-503. - : Springer
Document Type	Článek v odborném periodiku
Grant	SK-0607-BA-018, SK - Slovakia
	1/0077/09, SK - Slovakia
	AKTION, CZ-AT
	54p13, CZ-AT
CEZ	AV0Z10300504 - UIVT-O (2005-2011)
Language	eng
Country	DE
Keywords	heavy-tailed distribution * exact likelihood ratio test * T-score moment estimator * insurance * Basel II
Permanent Link	http://hdl.handle.net/11104/0184964

Number of the records: 1