1 citations · 3 across the 5 of their papers we have counts for
4 papers · 1 filter
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…
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…
Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
Chudamani Poudyal, Qian Zhao, Vytaras Brazauskas
When constructing parametric models to predict the cost of future claims, several important details have to be taken into account: (i) models should be designed to accommodate dedu…
Robust Estimation of Loss Models for Truncated and Censored Severity Data
Chudamani Poudyal, Vytaras Brazauskas
In this paper, we consider robust estimation of claim severity models in insurance, when data are affected by truncation (due to deductibles), censoring (due to policy limits), and…