← All authors Vytaras Brazauskas University of Wisconsin–Milwaukee (from arXiv:2308.03708, 2023) · ORCID · OpenAlex
39 papers in scope · 39 published · 1 on the econ.EM arXiv · 679 citations · h-index 14 (over the papers listed here)
Papers (1 of 39)
Quantile least squares: a flexible approach for robust estimation and validation of location-scale families
published 2025 · Statistics and Computing · 1 citations
with Mohammed Adjei Adjieteh
published 2024 · Quality & Quantity · 7 citations · first circulated 2022
Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses
published 2024 · North American Actuarial Journal · first circulated 2023
Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
published 2023 · North American Actuarial Journal · 7 citations · first circulated 2022
with Chudamani Poudyal, Qian Zhao
Computing and Estimating Distortion Risk Measures: How to Handle Analytically Intractable Cases?
published 2022 · North American Actuarial Journal · 2 citations
with Sahadeb Upretee
Finite-sample performance of the T - and W -estimators for the Pareto tail index under data truncation and censoring
published 2022 · Journal of Statistical Computation and Simulation · 3 citations
with Chudamani Poudyal
Smoothed Quantiles for Measuring Discrete Risks
published 2022 · North American Actuarial Journal · 4 citations
with Ponmalar Ratnam
Model Efficiency and Uncertainty in Quantile Estimation of Loss Severity Distributions
published 2019 · Risks · 3 citations
with Sahadeb Upretee
Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families
published 2017 · Journal of Statistical Computation and Simulation · 4 citations
with Qian Zhao, J. K. Ghorai
ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS
published 2017 · Astin Bulletin · 23 citations
with Qian Zhao, J. K. Ghorai
Model Uncertainty in Operational Risk Modeling Due to Data Truncation: A Single Risk Case
published 2017 · Risks · 4 citations · first circulated 2015
with Daoping Yu
MODEL SELECTION AND AVERAGING OF HEALTH COSTS IN EPISODE TREATMENT GROUPS
published 2016 · Astin Bulletin · 5 citations · first circulated 2015
with Shujuan Huang, Brian Hartman
Ordering Gini indexes of multivariate elliptical risks
published 2016 · Insurance Mathematics and Economics · 1 citations
with Ranadeera Gamage Madhuka Samanthi, Wei Wei
Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims
published 2015 · North American Actuarial Journal · 57 citations · first circulated 2014
with Andreas Kleefeld
Nonparametric Statistics
published 2014 · Wiley StatsRef: Statistics Reference Online · 1 citations
Authors’ Reply to ‘Letter to the Editor regarding folded models and the paper by Brazauskas and Kleefeld (2011)’
published 2013 · Scandinavian Actuarial Journal · 13 citations
with Andreas Kleefeld
Case Studies Using Credibility and Corrected Adaptively Truncated Likelihood Methods
published 2013 · Variance · 1 citations
with Harald Dornheim
A statistical application of the quantile mechanics approach: MTM estimators for the parameters of t and gamma distributions
published 2012 · European Journal of Applied Mathematics · 9 citations
with Andreas Kleefeld
Robust-efficient fitting of mixed linear models: Methodology and theory
published 2010 · Journal of Statistical Planning and Inference
with Harald Dornheim
Robust–efficient credibility models with heavy-tailed claims: A mixed linear models perspective
published 2010 · Insurance Mathematics and Economics · 3 citations
with Harald Dornheim
Folded and log-folded-t distributions as models for insurance loss data
published 2010 · Scandinavian Actuarial Journal · 43 citations · first circulated 2009
with Andreas Kleefeld
Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view
published 2009 · Insurance Mathematics and Economics · 11 citations
with Andreas Kleefeld
Robust and Efficient Fitting of Loss Models
published 2009 · North American Actuarial Journal · 15 citations
Quantile estimation and the statistical relative efficiency curve
published 2009 · METRON · 1 citations
no link
Robust fitting of claim severity distributions and the method of trimmed moments
published 2008 · Journal of Statistical Planning and Inference · 13 citations
Estimating conditional tail expectation with actuarial applications in view
published 2008 · Journal of Statistical Planning and Inference · 110 citations · first circulated 2007
Method of trimmed moments for robust fitting of parametric failure time models
published 2008 · METRON · 2 citations
with Ruta Bajorunaite
no link
Nested L -statistics and their use in comparing the riskiness of portfolios
published 2007 · Scandinavian Actuarial Journal · 16 citations
Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed
published 2007 · North American Actuarial Journal · 12 citations
with Harald Dornheim
Robustification and performance evaluation of empirical risk measures and other vector-valued estimators
published 2007 · METRON · 9 citations
no link
Interval Estimation of Actuarial Risk Measures
published 2006 · North American Actuarial Journal · 21 citations
with Thomas Kaiser
Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators
published 2006 · Journal of Statistical Computation and Simulation · 14 citations
with J. K. Ghorai
Empirical Estimation of Risk Measures and Related Quantities,” Bruce L. Jones and Ricǎrdas Zitikis, October 2003
published 2004 · North American Actuarial Journal · 18 citations
with Thomas Kaiser
Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data
published 2003 · Astin Bulletin · 49 citations
with Robert Serfling
Influence functions of empirical nonparametric estimators of net reinsurance premiums
published 2003 · Insurance Mathematics and Economics · 11 citations
Fisher information matrix for the Feller–Pareto distribution
published 2002 · Statistics & Probability Letters · 27 citations
Small sample performance of robust estimators of tail parameters for pareto and exponential models
published 2001 · Journal of Statistical Computation and Simulation · 27 citations
with Robert Serfling
Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution
published 2000 · North American Actuarial Journal · 81 citations
with Robert Serfling
Robust Estimation of Tail Parameters for Two-Parameter Pareto and Exponential Models via Generalized Quantile Statistics
published 2000 · Extremes · 51 citations
with Robert Serfling
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