%0 Journal Article
%T Strong Convergence Bound of the Pareto Index Estimator under Right Censoring
%A Bao Tao
%A Zuoxiang Peng
%J Journal of Inequalities and Applications
%D 2010
%I Springer
%R 10.1155/2010/209156
%X Let {Xn,n¡Ý1} be a sequence of positive independent and identically distributed random variables with common Pareto-type distribution function F(x)=1 x 1/¦ÃlF(x) as ¦Ã>0, where lF(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.
%U http://dx.doi.org/10.1155/2010/209156