Geodesic
Estimating the mean of heavy-tailed distribution under random truncation
Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 14 (2021) no. 3, pp. 273-286

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Inspired by L. Peng's work on estimating the mean of heavy-tailed distribution in the case of completed data. we propose an alternative estimator and study its asymptotic normality when it comes to the right truncated random variable. A simulation study is executed to evaluate the finite sample behavior on the proposed estimator.
Keywords: random truncation, Hill estimator, Lynden-Bell estimator, heavy-tailed distributions. 
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Ben Dahmane Khanssa; Benatia Fateh; Brahimi Brahim. Estimating the mean of heavy-tailed distribution under random truncation. Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 14 (2021) no. 3, pp. 273-286. http://geodesic.mathdoc.fr/item/JSFU_2021_14_3_a1/