1 citations · 1 across the 2 of their papers we have counts for
3 papers
stat.AP2026
Quantile and Log-Quantile Least Squares for Robust-Efficient Fitting and Validation of Log-Location-Scale Loss Models
Mohammed Adjieteh, Vytaras Brazauskas
\begin{quote} {\bf\em Abstract\/}. ~A variety of models for insurance and other types of losses are special cases of the {\em log-location-scale\/} family, with the lognormal and P…
stat.ME2024
Quantile Least Squares: A Flexible Approach for Robust Estimation and Validation of Location-Scale Families
Mohammed Adjieteh, Vytaras Brazauskas
In this paper, the problem of robust estimation and validation of location-scale families is revisited. The proposed methods exploit the joint asymptotic normality of sample quanti…
stat.ME2023★ 1 cited
Measuring income inequality via percentile relativities
Vytaras Brazauskas, Francesca Greselin, Ricardas Zitikis
"The rich are getting richer" implies that the population income distributions are getting more right skewed and heavily tailed. For such distributions, the mean is not the best me…