Strong Convergence Bound of the Pareto Index Estimator under Right Censoring
| Autor: | Bao Tao, Zuoxiang Peng |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2010 |
| Předmět: | |
| Zdroj: | Journal of Inequalities and Applications, Vol 2010 (2010) |
| Druh dokumentu: | article |
| ISSN: | 1025-5834 1029-242X |
| DOI: | 10.1155/2010/209156 |
| Popis: | Let {Xn,n≥1} be a sequence of positive independent and identically distributed random variables with common Pareto-type distribution function F(x)=1−x−1/γlF(x) as γ>0, where lF(x) represents a slowly varying function at infinity. In this note we study the strong convergence bound of a kind of right censored Pareto index estimator under second-order regularly varying conditions. |
| Databáze: | Directory of Open Access Journals |
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