2 papers
math.ST2025
Robust and Smooth Estimation of the Extreme Tail Index via Weighted Minimum Density Power Divergence
Saida Mancer, Abdelhakim Necir, Djamel Meraghni
By introducing a weight function into the density power divergence, we develop a new class of robust and smooth estimators for the tail index of Pareto-type distributions, offering…
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…