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Keywords: Semiparametric
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Journal Articles
Arab Journal of Mathematical Sciences (2024) 30 (2): 171–196.
Published: 27 June 2022
...Saida Mancer; Abdelhakim Necir; Souad Benchaira Purpose The purpose of this paper is to propose a semiparametric estimator for the tail index of Pareto-type random truncated data that improves the existing ones in terms of mean square error. Moreover, we establish its consistency and asymptotic...
