Tail fitting for truncated and non-truncated Pareto-type distributions

DOI10.1007/s10687-016-0247-3zbMath1360.62244arXiv1505.05189MaRDI QIDQ508715

Jan Beirlant, M. Isabel Fraga Alves, Ivette Gomes

Publication date: 8 February 2017

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.05189

zbMATH Keywords

truncation; extreme quantiles; endpoint; Pareto-type distributions; QQ-plots

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62G32: Statistics of extreme values; tail inference

60E05: Probability distributions: general theory