Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Lynden-Bell integral estimator for the tail index of right-truncated
  data with a random threshold   By means of a Lynden-Bell integral with deterministic threshold, Worms and
Worms [A Lynden-Bell integral estimator for extremes of randomly truncated
data. Statist. Probab. Lett. 2016; 109: 106-117] recently introduced an
asymptotically normal estimator of the tail index for randomly right-truncated
Pareto-type data. In this context, we consider the random threshold case to
derive a Hill-type estimator and establish its consistency and asymptotic
normality. A simulation study is carried out to evaluate the finite sample
behavior of the proposed estimator.

33
The categories of this paper are: plasm-ph
23
The categories of this paper are: solv-int
24
The categories of this paper are: dg-ga
29
The categories of this paper are: funct-an
15
The categories of this paper are: nucl-ex
36
The categories of this paper are: cmp-lg
18
The categories of this paper are: econ
25
The categories of this paper are: patt-sol
13
The categories of this paper are: quant-ph
28
The categories of this paper are: alg-geom
19
The categories of this paper are: eess
6
The categories of this paper are: astro-ph
11
The categories of this paper are: hep-lat
8
The categories of this paper are: hep-ex
26
The categories of this paper are: bayes-an
21
The categories of this paper are: adap-org