2 papers
math.ST2025
Robust and Smooth Estimation of the Extreme Tail Index via Weighted Minimum Density Power Divergence
Saida Mancer, Abdelhakim Necir, Djamel Meraghni
By introducing a weight function into the density power divergence, we develop a new class of robust and smooth estimators for the tail index of Pareto-type distributions, offering…
math.ST2021
Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data
Saida Mancer, Abdelhakim Necir, Souad Benchaira
It was shown that when one disposes of a parametric information of the truncation distribution, the semiparametric estimator of the distribution function for truncated data (Wang,…