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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…