1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.ST2021
Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data
Saida Mancer, Abdelhakim Necir, Souad Benchaira
It was shown that when one disposes of a parametric information of the truncation distribution, the semiparametric estimator of the distribution function for truncated data (Wang,…
math.ST2015
Tail product-limit process for truncated data with application to extreme value index estimation
Souad Benchaira, Djamel Meraghni, Abdelhakim Necir
A weighted Gaussian approximation to tail product-limit process for Pareto-like distributions of randomly right-truncated data is provided and a new consistent and asymptotically n…
math.ST2015★ 1 cited
On the estimation of the extreme value index for randomly right-truncated data and application
S. Benchaira, D. Meraghni, A. Necir
We introduce a consistent estimator of the extreme value index under random truncation based on a single sample fraction of top observations from truncated and truncation data. We…