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Re-calibration of sample means
Re-calibration sample means
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2011/7/6
We consider the problem of calibration and the GREG method as suggested and studied in Deville and Sarndal (1992). We show that a GREG type estimator is typically not minimal variance unbiased estimat...
ESTIMATING PARETO TAIL INDEX BASED ON SAMPLE MEANS
domain of attraction Pareto index strong embedding of empirical process tailbehavior
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2009/2/26
We propose an estimator of the Pareto tail index m of a distribution, that competes well with the Hill, Pickands and moment estimators. Unlike the above estimators,that are based only on the extreme o...