A Lynden-Bell integral estimator for extremes of randomly truncated data

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Title
A Lynden-Bell integral estimator for extremes of randomly truncated data
Authors
Keywords
Extreme values index, Extreme quantiles, Truncated data, Lynden-Bell estimator
Journal
STATISTICS & PROBABILITY LETTERS
Volume 109, Issue -, Pages 106-117
Publisher
Elsevier BV
Online
2015-11-29
DOI
10.1016/j.spl.2015.11.011

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