Fitting tails affected by truncation

DOI10.1214/17-EJS1286zbMath1362.62115arXiv1606.02090OpenAlexW2413788651MaRDI QIDQ527112

Tom Reynkens, Jan Beirlant, M. Isabel Fraga Alves

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

truncationmaximum likelihood estimationtail estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)

Related Items (4)

Handling missing extremes in tail estimation ⋮ A discrete truncated Zipf distribution ⋮ EXTREME VALUE ANALYSIS WITHOUT THE LARGEST VALUES: WHAT CAN BE DONE? ⋮ TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS

This page was built for publication: Fitting tails affected by truncation