most citedCopula representation of bivariate L-moments : A new estimation method for multiparameter 2-dimentional copula models

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math.ST2018

Tail empirical process and weighted extreme value index estimator for randomly right-censored data

Brahim Brahimi, Djamel Meraghni, Abdelhakim Necir +1

A tail empirical process for heavy-tailed and right-censored data is introduced and its Gaussian approximation is established. In this context, a (weighted) new Hill-type estimator…