Pages that link to "Item:Q2317305"

The following pages link to Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior (Q2317305):

Displaying 14 items.

• On robust tail index estimation under random censorship (Q485978) (← links)
• New estimators of the extreme value index under random right censoring, for heavy-tailed distributions (Q488101) (← links)
• Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
• Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications (Q1697227) (← links)
• Extreme value statistics for censored data with heavy tails under competing risks (Q1785799) (← links)
• Trimmed extreme value estimators for censored heavy-tailed data (Q2044408) (← links)
• Extremes of censored and uncensored lifetimes in survival data (Q2135583) (← links)
• Functional kernel estimation of the conditional extreme value index under random right censoring (Q2138238) (← links)
• Estimation of extremes for Weibull-tail distributions in the presence of random censoring (Q2283054) (← links)
• Peaks-Over-Threshold Modeling Under Random Censoring (Q3566560) (← links)
• Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring (Q5023869) (← links)
• (Q5462766) (← links)
• Conditional tail moment and reinsurance premium estimation under random right censoring (Q6557183) (← links)
• Estimating the conditional tail expectation of randomly right-censored heavy-tailed data (Q6581638) (← links)