1 citations · 1 across the 3 of their papers we have counts for
4 papers
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,…
Kernel estimation of the tail index of a right-truncated Pareto-type distribution
Souad Benchaira, Djamel Meraghni, Abdelhakim Necir
In this paper, we define a kernel estimator for the tail index of a Pareto-type distribution under random right-truncation and establish its asymptotic normality. A simulation stud…
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…
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…