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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.AP2023
Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses
Daoping Yu, Vytaras Brazauskas, Ricardas Zitikis
To accommodate numerous practical scenarios, in this paper we extend statistical inference for smoothed quantile estimators from finite domains to infinite domains. We accomplish t…