Image de couverture de livre

Robust Estimation of the Tail Index of a Single Parameter Pareto Distribution from Grouped Data

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Poudyal, Chudamani
Format:	Preprint
Publié:	2024
Sujets:	Methodology Statistics Theory Risk Management Computation Machine Learning 62F35, 62P05
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Truncated, Censored, and Actuarial Payment-type Moments for Robust Fitting of a Single-parameter Pareto Distribution
par: Poudyal, Chudamani
Publié: (2021)

$L$-estimation of Claim Severity Models Weighted by Kumaraswamy Density
par: Poudyal, Chudamani, et autres
Publié: (2024)

Elicitability and identifiability of tail risk measures
par: Fissler, Tobias, et autres
Publié: (2024)

Heavy Tail Robust Estimation and Inference for Average Treatment Effects
par: Hill, Jonathan B., et autres
Publié: (2024)

Randomization Tests for Conditional Group Symmetry
par: Chiu, Kenny, et autres
Publié: (2024)

On the Benefits of Accelerated Optimization in Robust and Private Estimation
par: Marchis, Laurentiu Andrei, et autres
Publié: (2025)

A Stein Characterization-type Omnibus Tests for the Discrete Pareto Distribution
par: Bhati, Deepesh, et autres
Publié: (2026)

Revealing Geography-Driven Signals in Zone-Level Claim Frequency Models: An Empirical Study using Environmental and Visual Predictors
par: Alfonso-Sánchez, Sherly, et autres
Publié: (2026)

Uncertainty Quantification for Noisy Low-tubal-rank Tensor Completion
par: Shang, Jiuqian, et autres
Publié: (2026)

Robust $M$-Estimation of Scatter Matrices via Precision Structure Shrinkage
par: Nikai, Soma, et autres
Publié: (2026)

Private Minimum Hellinger Distance Estimation via Hellinger Distance Differential Privacy
par: Deng, Fengnan, et autres
Publié: (2025)

Forecasting and Backtesting Gradient Allocations of Expected Shortfall
par: Koike, Takaaki, et autres
Publié: (2024)

Standardized Measurement Approach (SMA) vs Advanced Measurement Approaches (AMA): A Critical Review of Approaches in Operational Risk
par: Cruzado, Omar Briceno
Publié: (2025)

Physical Parameter Calibration
par: Li, Yang, et autres
Publié: (2022)

Batched Single-Index Global Multi-Armed Bandits with Covariates
par: Arya, Sakshi, et autres
Publié: (2025)

Adaptive Transfer Clustering: A Unified Framework
par: Gu, Yuqi, et autres
Publié: (2024)

Asymptotic Theory for Graphical SLOPE: Precision Estimation and Pattern Convergence
par: Hejný, Ivan, et autres
Publié: (2026)

A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity
par: Imamura, Yuri, et autres
Publié: (2025)

Robust Penalized Estimators for High--Dimensional Generalized Linear Models
par: Valdora, Marina, et autres
Publié: (2023)

A Geometric Witness Framework for Signed Multivariate Tail-Dependence Compatibility: Asymptotic Structure and Finite-Threshold Synthesis
par: Milek, Janusz
Publié: (2026)

M-estimation under Two-Phase Multiwave Sampling with Applications to Prediction-Powered Inference
par: Kluger, Dan M., et autres
Publié: (2026)

Vertex misalignment and changepoint localization in network time series
par: Chen, Tianyi, et autres
Publié: (2026)

New financial ratios based on the compositional data methodology
par: Linares-Mustarós, Salvador, et autres
Publié: (2022)

Stochastic EM Estimation and Inference for Zero-Inflated Beta-Binomial Mixed Models for Longitudinal Count Data
par: Barrera, John, et autres
Publié: (2026)

Distributionally Robust Insurance under Bregman-Wasserstein Divergence
par: Jiang, Wenjun, et autres
Publié: (2026)

Robust Rao-type tests for step-stress accelerated life-tests under interval-monitoring and Weibull lifetime distributions
par: Balakrishnan, Narayanaswamy, et autres
Publié: (2024)

Statistical Inference via T-Posterior Randomised Estimators
par: Baraud, Yannick
Publié: (2026)

Copula-Based Estimation of Causal Effects in Multiple Linear and Path Analysis Models
par: Ali, Alam, et autres
Publié: (2024)

Outlier Robust and Sparse Estimation of Linear Regression Coefficients
par: Sasai, Takeyuki, et autres
Publié: (2022)

Robust Estimation in Finite Mixture Models
par: Lecestre, Alexandre
Publié: (2021)

Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
par: Kozubowski, Tomasz J., et autres
Publié: (2026)

An Imbalance-Robust Evaluation Framework for Extreme Risk Forecasts
par: Nikolopoulos, Sotirios D.
Publié: (2025)

Adaptive Thresholds for Monitoring and Screening in Imbalanced Samples: Optimality and Boosting Sensitivity
par: Steland, Ansgar
Publié: (2025)

Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables
par: Yang, Yihe, et autres
Publié: (2023)

Robust Moment-Based Estimation via Spectral Gradient Reweighting
par: Zhang, Liu, et autres
Publié: (2026)

A linear regression model for quantile function data applied to paired pulmonary 3d CT scans
par: Béclin, Marie-Félicia, et autres
Publié: (2024)

Minimax Robust Designs for M-Estimated Models
par: Hu, Rui, et autres
Publié: (2026)

On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities
par: Pouzo, Demian, et autres
Publié: (2025)

Adversarial Robust Low Rank Matrix Estimation: Compressed Sensing and Matrix Completion
par: Sasai, Takeyuki, et autres
Publié: (2020)

The Conjugate Domain Dichotomy: Exact Risk of M-Estimators under Infinite-Variance Noise in High Dimensions
par: Agiropoulos, Charalampos
Publié: (2026)