Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035)
From MaRDI portal
scientific article; zbMATH DE number 6523901
- On the asymptotic normality of the extreme value index for right-truncated data
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel estimation of the tail index of a right-truncated Pareto-type distribution |
scientific article; zbMATH DE number 6523901 |
|
Statements
Kernel estimation of the tail index of a right-truncated Pareto-type distribution (English)
0 references
On the asymptotic normality of the extreme value index for right-truncated data (English)
0 references
31 October 2016
0 references
23 December 2015
0 references
kernel estimation
0 references
asymptotic normality
0 references
extreme value index
0 references
heavy tails
0 references
product-limit estimator
0 references
random truncation
0 references
tail dependence
0 references
bivariate extremes
0 references
0 references
0 references
0 references
