Pages that link to "Item:Q291405"

The following pages link to Tail product-limit process for truncated data with application to extreme value index estimation (Q291405):

Displaying 6 items.

• Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
• A Lynden-Bell integral estimator for extremes of randomly truncated data (Q899645) (← links)
• Handling missing extremes in tail estimation (Q2135578) (← links)
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
• Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (Q2322012) (← links)
• Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data (Q6167551) (← links)