Trimmed extreme value estimators for censored heavy-tailed data
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Publication:2044408
DOI10.1214/21-EJS1857zbMath1471.62482arXiv2105.05523OpenAlexW3168946838MaRDI QIDQ2044408
Martin Bladt, Jan Beirlant, Hansjoerg Albrecher
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.05523
Applications of statistics to economics (62P20) Censored data models (62N01) Statistics of extreme values; tail inference (62G32)
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