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Autor:
ZERFAOUI, KARIMA1,2 karimazarfaoui@gmail.com, ZAHNIT, ABIDA1 abida_stat@yahoo.fr, YAHIA, DJABRANE1 yahia.djabrane@univ-biskra.dz
Publikováno v:
Journal of Science & Arts. Mar2023, Vol. 23 Issue 1, p161-176. 16p.
Publikováno v:
Pakistan Journal of Statistics and Operation Research. :235-245
In this paper, we introduce a new robust estimator for the extreme value index of Pareto-type distributions under randomly right-truncated data and establish its consistency and asymptotic normality. Our considerations are based on the Lynden-Bell in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f4bb7a55006fce2cdbba6c9aa1d44fd7
https://doi.org/10.18187/pjsor.v17i1.2735
https://doi.org/10.18187/pjsor.v17i1.2735