3 citations · 3 across the 1 of their papers we have counts for
2 papers
stat.ME2012
A Bias-reduced Estimator for the Mean of a Heavy-tailed Distribution with an Infinite Second Moment
Brahim Brahimi, Djamel Meraghni, Abdelhakim Necir +1
We use bias-reduced estimators of high quantiles, of heavy-tailed distributions, to introduce a new estimator of the mean in the case of infinite second moment. The asymptotic norm…
math.ST2008★ 3 cited
A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
Elias Ould-Saïd, Djabrane Yahia, Abdelhakim Necir
In this paper we study some asymptotic properties of the kernel conditional quantile estimator with randomly left-truncated data which exhibit some kind of dependence. We extend th…