Bias reduced tail estimation for censored Pareto type distributionsBeirlant, J., Bardoutsos, A., de Wet, T. & Gijbels, I., Feb-2016, In : Statistics & probability letters. 109, p. 78-88 11 p.
Research output: Contribution to journal › Article › Academic › peer-review
We consider bias reduced estimators for the tail index and tail probabilities under random right censoring in case of Pareto-type distributions. The solution is based on second-order refined peaks-over-threshold modelling as developed in Beirlant et al. (2009).
|Number of pages||11|
|Journal||Statistics & probability letters|
|Publication status||Published - Feb-2016|