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10/14/2021
Kernel estimation for the tail index of a right-censored Pareto-type distribution
We introduce a kernel estimator, to the tail index of a right-censored P...
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06/02/2021
Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data
It was shown that when one disposes of a parametric information of the t...
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01/02/2018
Tail empirical process and weighted extreme value index estimator for randomly right-censored data
A tail empirical process for heavy-tailed and right-censored data is int...
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01/02/2018