On the favorable estimation for fitting heavy tailed data

Computational Statistics

Volumn 25, Issue 3, 2010, Pages 485-503

  Stehlík, Milan ^a,d   Potocký, Rastislav ^b   Waldl, Helmut ^a   Fabián, Zdeněk ^c  

^a JOHANNES KEPLER UNIVERSITY LINZ   (Austria)

^b Physics and Informatics   (Slovakia)

^c INSTITUTE OF COMPUTER SCIENCE   (Czech Republic)

^d Institut fur Angewandte Statistik   (Austria)

Author keywords

Basel II; Exact likelihood ratio test; Heavy tailed distribution; Insurance; T score moment estimator

Indexed keywords

EID: 77954535725     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-010-0189-1     Document Type: Article

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