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- W2613848103 abstract "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 right-truncated. 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." @default.
- W2613848103 created "2017-05-19" @default.
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- W2613848103 date "2015-01-01" @default.
- W2613848103 modified "2023-09-24" @default.
- W2613848103 title "Estimating extreme quantiles under random truncation" @default.
- W2613848103 hasPublicationYear "2015" @default.
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