19 citations · 35 across the 3 of their papers we have counts for
3 papers
stat.ME2016★ 19 cited
Fitting tails affected by truncation
Jan Beirlant, Isabel Fraga Alves, Tom Reynkens
In several applications, ultimately at the largest data, truncation effects can be observed when analysing tail characteristics of statistical distributions. In some cases truncati…
math.ST2015★ 1 cited
Tail fitting for truncated and non-truncated Pareto-type distributions
Jan Beirlant, Isabel Fraga Alves, Ivette Gomes
Recently some papers, such as Aban, Meerschaert and Panorska (2006), Nuyts (2010) and Clark (2013), have drawn attention to possible truncation in Pareto tail modelling. Sometimes…
math.ST2013★ 15 cited
Estimation of the finite right endpoint in the Gumbel domain
Isabel Fraga Alves, Cláudia Neves
A simple estimator for the finite right endpoint of a distribution function in the Gumbel max-domain of attraction is proposed. Large sample properties such as consistency and the…