Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data
Purpose – The purpose of this paper is to propose a semiparametric estimator for the tail index of Pareto-type random truncated data that improves the existing ones in terms of mean square error. Moreover, we establish its consistency and asymptotic normality. Design/methodology/approach – To constr...
| Published in: | Arab Journal of Mathematical Sciences |
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| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2024-07-01
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| Subjects: | |
| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/AJMS-02-2022-0033/full/pdf |