Abstract:In this article, we introduce adaptive estimators for parameters of the (GPD) Generalized Pareto Distribution under censored data via the KIB-estimator. The KIB-estimator is based on the Maximum Likelihood Estimates (MLE) by the exceedances over the threshold t under random censoring which was developed by [1]. Hence, it was proved that the KIB-estimator is Maximum Likelihood (ML) estimator with the uncensored case. We use the standardized MLE based on the exceedances on the uncensored situation which converge… Show more
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