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math.ST2021
Kernel estimation for the tail index of a right-censored Pareto-type distribution
Abdelhakim Necir, Louiza Soltane
We introduce a kernel estimator, to the tail index of a right-censored Pareto-type distribution, that generalizes Worms's one (Worms and Worms, 2014)in terms of weight coefficients…
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,…