Benchaira, Souad
- Tail product-limit process for truncated data with application to extreme value index estimation
2015/07/06 by Souad Benchaira, Djamel Meraghni, Benchaira, Souad +3 · 3 citations
Mathematics · #FOS: Mathematics #Statistics Theory (math.ST) #math.ST #stat.TH
- Kernel estimation of the tail index of a right-truncated Pareto-type distribution
2015/12/01 by Souad Benchaira, Djamel Meraghni, Benchaira, Souad +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Statistical Distribution Estimation and Applications #Statistical Methods and Inference #math.ST #stat.TH