top of page
  • Photo du rédacteurHélène Dufour

Robust Estimation of Pareto’s Scale Parameter from Grouped Data

The paper introduces a new robust estimation technique, the Method of Truncated Moments (MTuM), tailored for estimating the tail index of a Pareto distribution from grouped data. It addresses limitations in existing methods for grouped loss severity data, providing inferential justification through the central limit theorem and simulation studies.

Posts récents

Voir tout

Comments on the Final Trilogue Version of the AI Act

“This paper provides a comprehensive analysis of the recent EU AI Act, the regulatory framework surrounding Artificial Intelligence (AI), focusing on foundation models, open-source exemptions, remote


bottom of page