| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151319 | Statistics & Probability Letters | 2016 | 11 Pages |
Abstract
We consider bias reduced estimators for the tail index and tail probabilities under random right censoring in case of Pareto-type distributions. The solution is based on second-order refined peaks-over-threshold modelling as developed in Beirlant et al. (2009).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
J. Beirlant, A. Bardoutsos, T. de Wet, I. Gijbels,