2 citations · 2 across the 5 of their papers we have counts for
6 papers
Estimation of the tail index of Pareto-type distributions using regularisation
E. Ocran, R. Minkah, G. Kallah-Dagadu +1
In this paper, we introduce reduced-bias estimators for the estimation of the tail index of a Pareto-type distribution. This is achieved through the use of a regularised weighted l…
A Reduced-Bias Weighted least square estimation of the Extreme Value Index
E. Ocran, R. Minkah, K. Doku-Amponsah
In this paper, we propose a reduced-bias estimator of the EVI for Pareto-type tails (heavy-tailed) distributions. This is derived using the weighted least squares method. It is sho…
Constant versus Covariate Dependent Threshold in the Peaks-Over Threshold Method
Richard Minkah, Tertius de Wet
The Peaks-Over Threshold is a fundamental method in the estimation of rare events such as small exceedance probabilities, extreme quantiles and return periods. The main problem wit…
On Extreme Value Index Estimation under Random Censoring
Richard Minkah, Tertius de Wet, Kwabena Doku-Amponsah
Extreme value analysis in the presence of censoring is receiving much attention as it has applications in many disciplines, including survival and reliability studies. Estimation o…
A Simulation Comparison of Estimators of Conditional Extreme Value Index under Right Random Censoring
Richard Minkah, Tertius de Wet, Ezekiel Nii Noi Nortey
In extreme value analysis, the extreme value index plays a vital role as it determines the tail heaviness of the underlying distribution and is the primary parameter required for t…
Comparison of Confidence Interval Estimators: an Index Approach
Richard Minkah, Tertius de Wet
In many statistical problems, several estimators are usually available for interval estimation of a parameter of interest, and hence, the selection of an appropriate estimator is i…