2 papers
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…