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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Abdelhakim Necir | - |
| dc.contributor.author | Djamel Meraghni | - |
| dc.date.accessioned | 2014-04-11T14:42:55Z | - |
| dc.date.available | 2014-04-11T14:42:55Z | - |
| dc.date.issued | 2014-04-11 | - |
| dc.identifier.uri | http://archives.univ-biskra.dz/handle/123456789/2266 | - |
| dc.description.abstract | 𝐿-functionals summarize numerous statistical parameters and actuarial risk measures. Their sample estimators are linear combinations of order statistics (𝐿-statistics). There exists a class of heavy-tailed distributions for which the asymptotic normality of these estimators cannot be obtained by classical results. In this paper we propose, by means of extreme value theory, alternative estimators for 𝐿-functionals and establish their asymptotic normality. Our results may be applied to estimate the trimmed 𝐿-moments and financial risk measures for heavy-tailed distributions. Link http://www.hindawi.com/journals/jps/2010/707146/abs/ | en_US |
| dc.title | Estimating Functionals for Heavy-Tailed Distributions and Application | en_US |
| dc.type | Article | en_US |
| Appears in Collections: | Publications Internationales | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Estimating Functionals for Heavy-Tailed Distributions and Application.pdf | 41,37 kB | Adobe PDF | View/Open |
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