Almost sure convergence of a tail index estimator in the presence of censoring
β Scribed by Emmanuel Delafosse; Armelle Guillou
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 63 KB
- Volume
- 335
- Category
- Article
- ISSN
- 1631-073X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Let {~k} be the normalized sums corresponding to a sequence of i.i.d, variables with zero mean and unit variance. Define random measures n k=l and let G be the normal distribution. We show that for each continuous function h satisfying f h dG<~ and a mild regularity assumption, one has limfhdO,=fhdG
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