Article ID Journal Published Year Pages File Type
1151475 Statistics & Probability Letters 2016 8 Pages PDF
Abstract
An asymptotically normal kernel estimator for the positive tail index of right-truncated data is introduced. A simulation study shows that the proposed estimator performs much better than the existing ones in terms of bias.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Kernel estimation of the tail index of a right-truncated Pareto-type distribution
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