1
-
6
of
6
results (0.41 seconds)
Sort By:
-
On Estimation of Parameters of the Pareto Distribution
On Estimation of Parameters of the Pareto Distribution The two-parameter Pareto distribution is a commonly ... modeling. Minimum variance unbiased estimates of the parameters of Pareto distribution are not known. In this ...- Authors: Rohan J Dalpatadu, Ashok K Singh
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
-
Statistical Robustness: One View of Its Use in Applications Today
View of Its Use in Applications Today Users of statistical packages should be more aware of the influence ... estimation to make it seem more natural. In this article, the author will try to provide some background, beginning ...- Authors: Robert V Hogg
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Regression analysis
-
Transformation Of Grouped Data To Near Normality
Transformation Of Grouped Data To Near Normality The conventional way to analyze grouped observations ...- Authors: Richard A Johnson, Victor M Guerrero
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods; Technology & Applications>Analytics and informatics
-
Robustness of Moving Weighted Average Graduation Formulas
Robustness of Moving Weighted Average Graduation Formulas The theory underlying the Moving Weighted ... restated in the language of linear algebra which provides for an enrichment of the family of formulas.- Authors: Donald A Jones
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods
-
Minimum Quadratic Distance Estimators for the Zeta Parametric Family
Distance Estimators for the Zeta Parametric Family This is the abstract of the paper Minimum Quadratic ... Quadratic Distance Estimators for the Zeta Parametric Family. In this paper, we propose a new estimator, based ...- Authors: Louis G Doray
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Stochastic models
-
Minimum Quadratic Distance Estimation for the Proportional Hazards Regression Model with Group Data
Minimum Quadratic Distance Estimation for the Proportional Hazards Regression Model with Group Data ... Cox's proportional Hazards model. We assume that the data available are already grouped and develop a ...- Authors: Jacques Rioux, ANDREW LUONG
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Regression analysis