Strong Convergence Bound of the Pareto Index Estimator under Right Censoring. (18th May 2010)

• Record Type: Journal Article
• Authors: Tao, Bao; Peng, Zuoxiang
• Other Names: Carl Siegfried Academic Editor.
• Is Part Of: Journal of inequalities and applications. Volume 2010(2010)
• Publication Date: 2010-05-18
• Subjects: Inequalities (Mathematics) -- Periodicals; 512.97
• DOI: 10.1155/2010/209156
• Languages: English
• ISSNs: 1029-242X

Abstract

Abstract : Let{ X n, n ≥ 1 } be a sequence of positive independent and identically distributed random variables with common Pareto-type distribution functionF ( x ) = 1 − x − 1 / γ l F ( x ) asγ > 0, wherel F ( x ) represents a slowly varying function at infinity. In this note we study the strong convergence bound of a kind of right censored Pareto index estimator under second-order regularly varying conditions.