Tail product-limit process for truncated data with application to extreme value index estimation

6 July 2015

Papers citing "Tail product-limit process for truncated data with application to extreme value index estimation"

8 / 8 papers shown

Title
Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data Saida Mancer A. Necir S. Benchaira 17 0 0 02 Jun 2021
Tail empirical process and weighted extreme value index estimator for randomly right-censored data B. Brahimi D. Meraghni A. Necir Louiza Soltane 20 6 0 02 Jan 2018
Extreme Value Analysis Without the Largest Values: What Can Be Done? Jin Zou Richard A. Davis G. Samorodnitsky 17 7 0 20 Dec 2017
A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold Nawel Haouas A. Necir D. Meraghni B. Brahimi 28 3 0 16 Nov 2016
Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation Nawel Haouas A. Necir B. Brahimi 21 5 0 01 Oct 2016
Kernel estimation of the tail index of a right-truncated Pareto-type distribution S. Benchaira D. Meraghni A. Necir 19 12 0 01 Dec 2015
A Lynden-Bell integral estimator for extremes of randomly truncated data J. Worms R. Worms 33 16 0 15 Jul 2015
Nelson-Aalen tail product-limit process and extreme value index estimation under random censorship B. Brahimi D. Meraghni A. Necir 40 9 0 13 Feb 2015