Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Benchaira, Souad"'
Publikováno v:
Arab Journal of Mathematical Sciences, 2022, Vol. 30, Issue 2, pp. 171-196.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/AJMS-02-2022-0033
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, 1989) is more efficient than the nonparametric one. On the basis of th
Externí odkaz:
http://arxiv.org/abs/2106.01004
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 study shows that, compared to the estimators recently proposed by Gardes &
Externí odkaz:
http://arxiv.org/abs/1512.00425
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 normal estimator of the extreme value index is derived. A simulation st
Externí odkaz:
http://arxiv.org/abs/1507.01548
Publikováno v:
In Statistics and Probability Letters December 2015 107:378-384
Publikováno v:
Sankhya A; Aug2023, Vol. 85 Issue 2, p1510-1547, 38p
Autor:
Benchaira, Souad1 benchaira.s@hotmail.fr, Meraghni, Djamel1 djmeraghni@yahoo.com, Necir, Abdelhakim1 necirabdelhakim@yahoo.fr
Publikováno v:
Extremes. Jun2016, Vol. 19 Issue 2, p219-251. 33p.
Publikováno v:
Sankhya- Series A; 20220101, Issue: Preprints p1-38, 38p
Publikováno v:
In Statistics and Probability Letters December 2016 119:186-193