标题： 右截断Pareto型分布尾部指数的核估计 显示英文标题

标题： Kernel estimation of the tail index of a right-truncated Pareto-type distribution

摘要： 本文定义了一个核估计量，用于随机右截断情形下Pareto型分布的尾部指数，并建立了其渐近正态性。模拟研究表明，与Gardes & Stupfler（2015）以及Benchaira等（2015）最近提出的估计量相比，在小样本情况下，该新引入的估计量在偏差和均方误差方面表现更优。 显示英文摘要

摘要： In this paper, we define a kernel estimator for the tail index of a Pareto-type distribution under random right-truncation and establish its asymptotic normality. A simulation study shows that, compared to the estimators recently proposed by Gardes & Stupfler (2015) and Benchaira et al. (2015), this newly introduced estimator behaves better, in terms of bias and mean squared error, for small samples.