Small sample performance of robust estimators of tail parameters for pareto and exponential models
- Author
- BRAZAUSKAS, Vytaras1 ; SERFLING, Robert2
[1] Department of Mathematical Sciences, University of Wisconsin-Milwaukee, P.O. Box 413, Milwaukee, Wisconsin 53201, United States
[2] Department of Mathematical Sciences, University of Texas at Dallas, Richardson, Texas 75083-0688, United States - Source
Journal of statistical computation and simulation (Print). 2001, Vol 70, Num 1, pp 1-19 ; ref : 14 ref
- CODEN
- JSCSAJ
- ISSN
- 0094-9655
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Taylor and Francis, Abingdon
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Keyword (fr)
- 62F35 62G32 62G35 62K25 62N05 62P05 Estimation paramètre Estimation robuste Fiabilité Fonction répartition Modèle exponentiel Modèle paramétrique Modèle économique Méthode paramétrique Petit échantillon Robustesse estimateur
- Keyword (en)
- Robust estimation Exponential model Parametric model
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02H Nonparametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02K Experimental design
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications / 001A02H02N2 Insurance, economics, finance
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 14165665
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1080/00949650108812103 
https://dx.doi.org/10.1080/00949650108812103
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