173 citations
- Indian Institute of Science BangaloreIN8 papers
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- S.N. Bose National Centre for Basic SciencesIN5 papers
- The Abdus Salam International Centre for Theoretical Physics (ICTP)IT4 papers
- Texas A&M UniversityUS3 papers
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- Bankura Sammilani Medical CollegeIN2 papers
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Showing 2010 · math.STShow all
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math.ST2010
Asymptotic normality of Hill Estimator for truncated data
Arijit Chakrabarty
The problem of estimating the tail index from truncated data is addressed in Chakrabarty and Samorodnitsky (2009). In that paper, a sample based (and hence random) choice of k is s…
math.ST2010★ 2 cited
Effect of inter-sample spacing constraint on spectrum estimation with irregular sampling
Radhendushka Srivastava, Debasis Sengupta
A practical constraint that comes in the way of spectrum estimation of a continuous time stationary stochastic process is the minimum separation between successively observed sampl…