Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035)
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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 |
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Statements
Kernel estimation of the tail index of a right-truncated Pareto-type distribution (English)
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On the asymptotic normality of the extreme value index for right-truncated data (English)
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31 October 2016
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23 December 2015
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kernel estimation
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asymptotic normality
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extreme value index
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heavy tails
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product-limit estimator
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random truncation
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tail dependence
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bivariate extremes
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0.9230392
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0.92153597
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0.8953631
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0.8903622
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0.8801398
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0.8794657
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0.8765158
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