Necir, Abdelhakim
- Tail product-limit process for truncated data with application to extreme value index estimation
2015/07/06 by Benchaira, Souad, Meraghni, Djamel, Necir, Abdelhakim · 2 citations
#FOS: Mathematics #Statistics Theory (math.ST)
- Kernel estimation for the tail index of a right-censored Pareto-type distribution
2021/10/14 by Abdelhakim Necir, Necir, Abdelhakim, Louiza Soltane +1 · 1 citation
Mathematics · #60F17 #62G30 #FOS: Mathematics #Primary 62G32 #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST) #secondary 60G70
- Kernel estimation of the tail index of a right-truncated Pareto-type\n distribution
2015/12/01 by Souad Benchaira, Benchaira, Souad, Djamel Meraghni +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Statistical Distribution Estimation and Applications #Statistical Methods and Inference