Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data
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Publication:6167551
DOI10.1007/S13171-022-00303-5OpenAlexW4312106173MaRDI QIDQ6167551
Saida Mancer, Abdelhakim Necir, Souad Benchaira
Publication date: 7 August 2023
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13171-022-00303-5
Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)
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