Finite sample behaviour of Classical and Quantile Regression Estimators for the Pareto distribution

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Statistics and Risk Management

Proceedings Paper
Caeiro,F;Martins,AP;Sequeira,IJ
PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014)
International Conference on Numerical Analysis and Applied Mathematics (ICNAAM)
AIP Conference Proceedings
2015
1648

10.1063/1.4912753

Finite sample behaviour of Classical and Quantile Regression Estimators for the Pareto distribution

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