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

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math.ST2019

Extreme value theory based confidence intervals for the parameters of a symmetric Lévy-stable distribution

Djamel Meraghni, Louiza Soltane

We exploit the asymptotic normality of the extreme value theory (EVT) based estimators of the parameters of a symmetric Lévy-stable distribution, to construct confidence intervals.…