Dual Divergence Estimators of the Tail Index
Joint Authors
Bouzebda, Salim
Cherfi, Mohamed
Source
ISRN Probability and Statistics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-11-01
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
The main purpose of the present paper is to propose a new estimator of the tail index using ϕ-divergences and the duality technique.
These estimators are explored with respect to robustness through the influence function approach.
The empirical performances of the proposed estimators are illustrated by simulation.
American Psychological Association (APA)
Bouzebda, Salim& Cherfi, Mohamed. 2012. Dual Divergence Estimators of the Tail Index. ISRN Probability and Statistics،Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-495387
Modern Language Association (MLA)
Bouzebda, Salim& Cherfi, Mohamed. Dual Divergence Estimators of the Tail Index. ISRN Probability and Statistics No. 2012 (2012), pp.1-14.
https://search.emarefa.net/detail/BIM-495387
American Medical Association (AMA)
Bouzebda, Salim& Cherfi, Mohamed. Dual Divergence Estimators of the Tail Index. ISRN Probability and Statistics. 2012. Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-495387
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-495387