collaborators

4 papers

stat.ME2025

Robust and Computationally Efficient Trimmed L-Moments Estimation for Parametric Distributions

Chudamani Poudyal, Qian Zhao, Hari Sitaula

This paper proposes a robust and computationally efficient estimation framework for fitting parametric distributions based on trimmed L-moments. Trimmed L-moments extend classical…

stat.ME2024

-estimation of Claim Severity Models Weighted by Kumaraswamy Density

Chudamani Poudyal, Gokarna R. Aryal, Keshav Pokhrel

Statistical modeling of claim severity distributions is essential in insurance and risk management, where achieving a balance between robustness and efficiency in parameter estimat…

math.ST2024

On the Asymptotic Normality of Trimmed and Winsorized L-statistics

Chudamani Poudyal

There are several ways to establish the asymptotic normality of -statistics, which depend on the choice of the weights-generating function and the cumulative distribution select…

stat.AP2024

Credibility Theory Based on Winsorizing

Qian Zhao, Chudamani Poudyal

The classical Bühlmann credibility model has been widely applied to premium estimation for group insurance contracts and other insurance types. In this paper, we develop a robust…