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Issue Date
Title
Author(s)
11-Apr-2013
A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment
Brahim Brahimi
;
Djamel Meraghni
;
Abdelhakim Necir
;
Djabrane Yahia
11-Apr-2013
Bias-reduced estimation of Wang's two-sided deviation risk measure under Levy-stable regime
Brahim Brahimi
;
Djamel Meraghni
;
Abdelhakim Necir
;
Sonia Touba
Discover
Author
2
Abdelhakim Necir
2
Brahim Brahimi
1
Djabrane Yahia
1
Sonia Touba
Subject
1
Regular variation
1
Risk Measure
1
t-Hill estimator
1
Tail index
.
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Date issued
2
2013