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…