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20112018
most citedTail empirical process and weighted extreme value index estimator for randomly right-censored data

2 citations · 5 across the 7 of their papers we have counts for

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math.ST2016

A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold

Nawel Haouas, Abdelhakim Necir, Djamel Meraghni +1

By means of a Lynden-Bell integral with deterministic threshold, Worms and Worms [A Lynden-Bell integral estimator for extremes of randomly truncated data. Statist. Probab. Lett. 2…

math.ST2016

Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation

Nawel Haouas, Abdelhakim Necir, Brahim Brahimi

In this paper, we propose an estimator of the second-order parameter of randomly right-truncated Pareto-type distributions data and establish its consistency and asymptotic normali…