Kernel estimation of the tail index of a right-truncated Pareto-type distribution
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference15 articles.
1. On the asymptotic normality of the extreme value index for right-truncated data;Benchaira;Statist. Probab. Lett.,2015
2. Tail product-limit process for truncated data with application to extreme value index estimation;Benchaira;Extremes,2016
3. Semi-parametric estimation for heavy tailed distributions;Ciuperca;Extremes,2010
4. Kernel estimates of the tail index of a distribution;Csörgő;Ann. Statist.,1985
5. Estimating extreme quantiles under random truncation;Gardes;TEST,2015
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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
3. Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data;Arab Journal of Mathematical Sciences;2022-06-27
4. On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails;Extremes;2019-05-28
5. Estimating the Second-Order Parameter of Regular Variation and Bias Reduction in Tail Index Estimation Under Random Truncation;Journal of Statistical Theory and Practice;2018-10-17
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