Finite sample behaviour of classical and quantile regression estimators for the Pareto distribution


Abstract eng:
Pareto distribution, Monte-Carlo method, Maximum likelihood estimator, Moment estimator, Quantile regression estimator. AMS: 62F10, 62J05, 65C05.

Contributors:
Conference Title:
Conference Title:
International conference on numerical analysis and applied mathematics 2014
Conference Venue:
Rhodes (GR)
Conference Dates:
2014-09-22 / 2014-09-28
Rights:
Text je chráněný podle autorského zákona č. 121/2000 Sb.



Record appears in:



 Record created 2017-01-19, last modified 2017-01-19


Original version of the author's contribution as presented on USB, paper 540007_1.pdf.:
Download fulltext
PDF

Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)