Estimating the mean of a heavy-tailed distribution under random censoring
Statistics Theory
2015-07-19 v1 Statistics Theory
Abstract
The central limit theorem introduced by Stute [The central limit theorem under random censorship. Ann. Statist. 1995; 23: 422-439] does not hold for some class of heavy-tailed distributions. In this paper, we make use of the extreme value theory to propose an alternative estimating approach of the mean ensuring the asymptotic normality property. A simulation study is carried out to evaluate the performance of this estimation procedure
Keywords
Cite
@article{arxiv.1507.03178,
title = {Estimating the mean of a heavy-tailed distribution under random censoring},
author = {Louiza Soltane and Djamel Meraghni and Abdelhakim Necir},
journal= {arXiv preprint arXiv:1507.03178},
year = {2015}
}
Comments
arXiv admin note: text overlap with arXiv:1302.1666