On robust tail index estimation under random censorship

DOI10.16929/AS/2014.671.61zbMath1309.62072OpenAlexW1482392435MaRDI QIDQ485978

Abdallah Sayah, Djabrane Yahia, Brahim Brahimi

Publication date: 14 January 2015

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1418310401

zbMATH Keywords

regular variationheavy-tailed distributionstail indexrobust estimationrandom censorshipHill estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

On the study of extremes with dependent random right-censoring ⋮ Estimating the conditional extreme-value index under random right-censoring ⋮ Estimation of extremes for Weibull-tail distributions in the presence of random censoring ⋮ On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails ⋮ Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring

This page was built for publication: On robust tail index estimation under random censorship