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pro vyhledávání: '"Saida Mancer"'
Publikováno v:
Arab Journal of Mathematical Sciences, Vol 30, Iss 2, Pp 171-196 (2024)
Purpose – The purpose of this paper is to propose a semiparametric estimator for the tail index of Pareto-type random truncated data that improves the existing ones in terms of mean square error. Moreover, we establish its consistency and asymptoti
Externí odkaz:
https://doaj.org/article/ebd2fb654c344c6d8659e5c4fc48db7e
Publikováno v:
Sankhya A.
PurposeThe purpose of this paper is to propose a semiparametric estimator for the tail index of Pareto-type random truncated data that improves the existing ones in terms of mean square error. Moreover, we establish its consistency and asymptotic nor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4c3670ad309454713f3134fa03af31bc