4 papers
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…
-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…
Robust Estimation of the Tail Index of a Single Parameter Pareto Distribution from Grouped Data
Chudamani Poudyal
Numerous robust estimators exist as alternatives to the maximum likelihood estimator (MLE) when a completely observed ground-up loss severity sample dataset is available. However,…
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…