Fitting tails affected by truncation

DOI10.1214/17-EJS1286zbMath1362.62115arXiv1606.02090MaRDI QIDQ527112

Jan Beirlant, M. Isabel Fraga Alves, Tom Reynkens

Publication date: 16 May 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.02090

zbMATH Keywords

truncation; maximum likelihood estimation; tail estimation

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62P12: Applications of statistics to environmental and related topics

62G32: Statistics of extreme values; tail inference