Hubert, Mia; Dierckx, Goedele; Vanpaemel, Dina - In: Computational Statistics & Data Analysis 65 (2013) C, pp. 13-28
Pareto-type distributions are extreme value distributions for which the extreme value index γ0. Classical estimators for γ0, like the Hill estimator, tend to overestimate this parameter in the presence of outliers. The empirical influence function plot, which displays the influence that each...