1 problem

Conjecture on asymptotic normality of censored tail-index estimators below the $p=1/2$ threshold
arXiv@arxiv
Let $\widehat\gamma^{(W)}_{1,k}$ and $\widehat\gamma_{1,k}(\beta)$ denote the estimators discussed above, with censoring parameters $p$ and $p_\beta$ , respectively. The regime unde…
Conjectureopenasymptotic-statistics censoring extreme-value-theory
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Conjecture on asymptotic normality of censored tail-index estimators below the p=1/2p=1/2p=1/2 threshold