Tail product-limit process for truncated data with application to extreme value index estimation
classification
🧮 math.ST
stat.TH
keywords
dataestimatorextremeindexprocessproduct-limittailvalue
read the original abstract
A weighted Gaussian approximation to tail product-limit process for Pareto-like distributions of randomly right-truncated data is provided and a new consistent and asymptotically normal estimator of the extreme value index is derived. A simulation study is carried out to evaluate the finite sample behavior of the proposed estimator.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.