Estimating the Second-Order Parameter of Regular Variation and Bias Reduction in Tail Index Estimation Under Random Truncation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/article/10.1007/s42519-018-0017-4/fulltext.html
Reference30 articles.
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3. Beirlant J, Fraga Alves I, Gomes I (2016b) Tail fitting for truncated and non-truncated Pareto-type distributions. Extremes 19:429–462
4. Gardes L, Stupfler G (2015) Estimating extreme quantiles under random truncation. Test 24:207–227
5. Wiley series in probability and statistics;JF Lawless,2002
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. BIAS REDUCED ESTIMATION OF THE EXTREME QUANTILE FOR HEAVY TAILED DISTRIBUTIONS OF RANDOM RIGHT TRUNCATED DATA;Advances and Applications in Statistics;2024-03-16
2. Bias Reduction in Kernel Tail Index Estimation for Randomly Truncated Pareto-Type Data;Sankhya A;2022-12-21
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