13 citations · 13 across the 2 of their papers we have counts for
5 papers
Distribution sensitive estimators of the index of regular variation based on ratios of order statistics
Pavlina K. Jordanova, Milan Stehlí k
Ratios of central order statistics seem to be very useful for estimating the tail of the distributions and therefore, quantiles outside the range of the data. In 1995 Isabel Fraga…
Logarithm of ratios of two order statistics and regularly varying tails
Pavlina K. Jordanova, Milan Stehlík
Here we suppose that the observed random variable has cumulative distribution function with regularly varying tail, i.e. , . Using the results about expo…
Tails and probabilities for -outside values
Pavlina Jordanova
The task for a general and useful classification of the tail behaviors of probability distributions still has no satisfactory solution. Due to lack of information outside the range…
On multivariate modifications of Cramer Lundberg risk model with constant intensities
Pavlina K. Jordanova, Milan Stehlik
The paper considers very general multivariate modifications of Cramer-Lundberg risk model. The claims can be of different types and can arrive in groups. The groups arrival process…
Measuring heavy-tailedness of distributions
Pavlina K. Jordanova, Monika P. Petkova
Different questions related with analysis of extreme values and outliers arise frequently in practice. To exclude extremal observations and outliers is not a good decision because…