3 citations · 9 across the 20 of their papers we have counts for
5 papers · 1 filter
Kernel estimation of the tail index of a right-truncated Pareto-type distribution
Souad Benchaira, Djamel Meraghni, Abdelhakim Necir
In this paper, we define a kernel estimator for the tail index of a Pareto-type distribution under random right-truncation and establish its asymptotic normality. A simulation stud…
Estimating the mean of a heavy-tailed distribution under random censoring
Louiza Soltane, Djamel Meraghni, Abdelhakim Necir
The central limit theorem introduced by Stute [The central limit theorem under random censorship. Ann. Statist. 1995; 23: 422-439] does not hold for some class of heavy-tailed dist…
Tail product-limit process for truncated data with application to extreme value index estimation
Souad Benchaira, Djamel Meraghni, Abdelhakim Necir
A weighted Gaussian approximation to tail product-limit process for Pareto-like distributions of randomly right-truncated data is provided and a new consistent and asymptotically n…
On the estimation of the extreme value index for randomly right-truncated data and application
S. Benchaira, D. Meraghni, A. Necir
We introduce a consistent estimator of the extreme value index under random truncation based on a single sample fraction of top observations from truncated and truncation data. We…
Nelson-Aalen tail product-limit process and extreme value index estimation under random censorship
Brahim Brahimi, Djamel Meraghni, Abdelhakim Necir
On the basis of Nelson-Aalen nonparametric estimator of the cumulative distribution function, we provide a weak approximation to tail product-limit process for randomly right-censo…