Erratum to: Estimating extreme quantiles under random truncation
نویسندگان
چکیده
منابع مشابه
Estimating extreme quantiles under random truncation
The goal of this paper is to provide estimators of the tail index and extreme quantiles of a heavy-tailed random variable when it is righttruncated. The weak consistency and asymptotic normality of the estimators are established. The finite sample performance of our estimators is illustrated on a simulation study and we showcase our estimators on a real set of failure data. keywords: Asymptotic...
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ژورنال
عنوان ژورنال: TEST
سال: 2015
ISSN: 1133-0686,1863-8260
DOI: 10.1007/s11749-015-0437-3