Estimation and Inference about Tail Features with Tail Censored Data
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- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Papers 2002.09982, arXiv.org.
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More about this item
Keywords
Extreme Value theory; power law; extreme quantile; tail index;All these keywords.
JEL classification:
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2020-04-13 (Operations Research)
- NEP-RMG-2020-04-13 (Risk Management)
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