메뉴 건너뛰기




Volumn 70, Issue 1, 2001, Pages 1-19

Small sample performance of Robust estimators of tail parameters for Pareto and exponential models

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0035644007     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650108812103     Document Type: Article
Times cited : (17)

References (14)
  • 1
    • 0000218526 scopus 로고
    • Rejection of outliers
    • Anscombe, F. J. (1960) Rejection of outliers. Technometrics, 2, 123-147.
    • (1960) Technometrics , vol.2 , pp. 123-147
    • Anscombe, F.J.1
  • 2
    • 0004231080 scopus 로고
    • International Cooperative Publishing House. Fairland, Maryland
    • Arnold, B. C. (1983) Pareto Distributions. International Cooperative Publishing House. Fairland, Maryland.
    • (1983) Pareto Distributions
    • Arnold, B.C.1
  • 5
    • 84983671060 scopus 로고    scopus 로고
    • Robust and efficient estimation of the tail index of a single-parameter Pareto distribution
    • Brazauskas, V. and Serfling, R. (2000) Robust and efficient estimation of the tail index of a single-parameter Pareto distribution. North American Actuarial J., 4(4), 12-27.
    • (2000) North American Actuarial J. , vol.4 , Issue.4 , pp. 12-27
    • Brazauskas, V.1    Serfling, R.2
  • 6
    • 0020998929 scopus 로고
    • Trimming in gamma samples
    • Kimber, A. C. (1983a) Trimming in gamma samples. Appl. Statist., 32, 7-14.
    • (1983) Appl. Statist. , vol.32 , pp. 7-14
    • Kimber, A.C.1
  • 7
    • 0000597798 scopus 로고
    • Comparison of some robust estimators of scale in gamma samples with known shape
    • Kimber, A. C. (1983b) Comparison of some robust estimators of scale in gamma samples with known shape. J. Statist. Comput. Simul., 18, 273-286.
    • (1983) J. Statist. Comput. Simul. , vol.18 , pp. 273-286
    • Kimber, A.C.1
  • 8
    • 0007130010 scopus 로고
    • Large-sample quantile estimation in Pareto laws
    • Koutrouvelis, I. A. (1981) Large-sample quantile estimation in Pareto laws. Commun. Statist. - Theor. Meth., A10, 189-201.
    • (1981) Commun. Statist. - Theor. Meth. , vol.A10 , pp. 189-201
    • Koutrouvelis, I.A.1
  • 9
    • 0007064076 scopus 로고
    • Old and new methods of estimation and the Pareto distribution
    • Quandt, R. E. (1966) Old and new methods of estimation and the Pareto distribution. Metrika, 10, 55-82.
    • (1966) Metrika , vol.10 , pp. 55-82
    • Quandt, R.E.1
  • 10
    • 0000590092 scopus 로고
    • Asymptotic optimum quantiles for the estimation of the parameters of the negative exponential distribution
    • Saleh, A. K. Md. E. and Ali, M. M. (1966) Asymptotic optimum quantiles for the estimation of the parameters of the negative exponential distribution. Ann. Math. Statist., 37, 143-151.
    • (1966) Ann. Math. Statist. , vol.37 , pp. 143-151
    • Saleh, A.K.Md.E.1    Ali, M.M.2
  • 11
    • 0007125645 scopus 로고
    • Simplified estimates for the exponential distribution
    • Sarhan, A. E., Greenberg, B. G. and Ogawa, J. (1963) Simplified estimates for the exponential distribution. Ann. Math. Statist., 34, 102-116.
    • (1963) Ann. Math. Statist. , vol.34 , pp. 102-116
    • Sarhan, A.E.1    Greenberg, B.G.2    Ogawa, J.3
  • 12
    • 0000355324 scopus 로고
    • Generalized L-, M-and R-statistics
    • Serfling, R. (1984) Generalized L-, M-and R-statistics. Ann. Statist., 12, 76-86.
    • (1984) Ann. Statist. , vol.12 , pp. 76-86
    • Serfling, R.1
  • 13
    • 0007024540 scopus 로고    scopus 로고
    • Robust and nonparametric estimation via generalized L-statistics: Theory, applications, and perspectives
    • Balakrishnan, N. (Ed.), Gordon & Breach
    • Serfling, R. (2000) "Robust and nonparametric estimation via generalized L-statistics: theory, applications, and perspectives", In: Advances in Methodological and Applied Aspects of Probability and Statistics, Balakrishnan, N. (Ed.), pp. 197-217. Gordon & Breach.
    • (2000) Advances in Methodological and Applied Aspects of Probability and Statistics , pp. 197-217
    • Serfling, R.1
  • 14
    • 0007130011 scopus 로고
    • Robust estimation methods for exponential data: A Monte-Carlo comparison
    • Willemain, T. R., Allahverdi, A. et al. (1992) Robust estimation methods for exponential data: a Monte-Carlo comparison. Commun. Statist. - Simula., 21, 1043-1075.
    • (1992) Commun. Statist. - Simula. , vol.21 , pp. 1043-1075
    • Willemain, T.R.1    Allahverdi, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.