Almost sure convergence of a tail index estimator in the presence of censoring.
type: Item
instance of: scholarly article
title: Almost sure convergence of a tail index estimator in the presence of censoring.
zbMATH Open document ID: 1140.60314
DOI: 10.1016/S1631-073X(02)02486-X
author: Emmanuel Delafosse
author: Armelle Guillou
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2002-09-30T00:00:00Z
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 1809878
MaRDI profile type: Publication
cites work: Pareto Index Estimation Under Moderate Right Censoring
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cites work: Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
description: scientific article; zbMATH DE number 1809878