16 citations · 21 across the 5 of their papers we have counts for
3 papers · 1 filter
Estimating the tail index of Pareto-type distributions from geometric records
Martín Alcalde, Raúl Gouet, Miguel Lafuente +2
In this paper, we develop a novel inferential approach based on geometric records for estimating the tail index of heavy-tailed distributions. We construct a maximum likelihood est…
Estimating hazard rates from -records in discrete distributions
Martín Alcalde, Miguel Lafuente, F. Javier López +2
This paper focuses on nonparametric statistical inference of the hazard rate function of discrete distributions based on -record data. We derive the explicit expression of the m…
Exact and asymptotic properties of -records in the linear drift model
Raúl Gouet, Miguel Lafuente, F. Javier López +1
The study of records in the Linear Drift Model (LDM) has attracted much attention recently due to applications in several fields. In the present paper we study -records in the L…