Tail product-limit process for truncated data with application to extreme value index estimation
نویسندگان
چکیده
منابع مشابه
Value at Risk Estimation using the Kappa Distribution with Application to Insurance Data
The heavy tailed distributions have mostly been used for modeling the financial data. The kappa distribution has higher peak and heavier tail than the normal distribution. In this paper, we consider the estimation of the three unknown parameters of a Kappa distribution for evaluating the value at risk measure. The value at risk (VaR) as a quantile of a distribution is one of the import...
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Article history: Received 18 September 2007 Received in revised form 27 June 2008 Accepted 21 September 2008 Available online 2 October 2008
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ژورنال
عنوان ژورنال: Extremes
سال: 2016
ISSN: 1386-1999,1572-915X
DOI: 10.1007/s10687-016-0241-9