Vytaras Brazauskas

Statistics and Probability · 2000–2016

A researcher in the Science corpus: 6 papers; trusts 10 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 15 citations into it; #4,975 of 12,932 by trust here, #7,165 by citations
• Management Science and Operations Research — 9 citations into it; #4,643 of 11,946 by trust here, #4,746 by citations
• Finance — 8 citations into it; #2,799 of 10,518 by trust here, #3,946 by citations
• Statistical Learning Theory — 6 citations into it
• Demography — 5 citations into it
• Economics and Econometrics — 5 citations into it; #6,897 of 23,481 by trust here, #14,051 by citations

Whom Vytaras Brazauskas trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert Serfling
2. Martin Eling
3. Sergio F. Juárez
4. Christian Kleiber
5. Zinoviy Landsman
6. Lajos Horv'ath
7. William R. Schucany
8. Samuel Kotz
9. Emiliano A. Valdez
10. H. Panjer

Who trusts Vytaras Brazauskas overall

1. Maria L. Rizzo
2. B. Jones
3. Ricardas Zitikis
4. Robert Serfling
5. Darinka Dentcheva †
6. Edward Furman
7. Andreas Kleefeld
8. Barry C. Arnold
9. Madan Lal Puri
10. Spiridon I. Penev

Papers from Vytaras Brazauskas's perspective

Ordered by how strongly the researchers Vytaras Brazauskas trusts endorse each paper. Same corpus, a different order for every researcher.

1. Approximation Theorems of Mathematical Statistics
2. Robust Estimation of the Generalized Pareto Distribution
3. Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?
4. Loss Models: From Data to Decisions, 2nd edition
5. A robust prediction error criterion for pareto modelling of upper tails
6. Adaptively truncated maximum likelihood regression with asymmetric errors
7. Tail Conditional Expectations for Elliptical Distributions
8. Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data (ASTIN Bulletin: The Journal of the International Actuarial Association)
9. Efficient and Robust Fitting of Lognormal Distributions
10. Testing for stochastic dominance using the weighted McFadden-type statistic

Their papers

• Robust Estimation of Tail Parameters for Two-Parameter Pareto and Exponential Models via Generalized Quantile Statistics (2000) — 60 citations
• Estimating conditional tail expectation with actuarial applications in view (2008) — 119 citations
• Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data (2003) — 68 citations
• Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution (2000) — 83 citations
• Robust fitting of claim severity distributions and the method of trimmed moments (2009) — 56 citations
• Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (2016) — 51 citations