Estimation of extremes for Weibull-tail distributions in the presence of random censoring
From MaRDI portal
Publication:2283054
DOI10.1007/S10687-019-00354-2zbMath1434.62209OpenAlexW2944284353MaRDI QIDQ2283054
Publication date: 27 December 2019
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-019-00354-2
Censored data models (62N01) Statistics of extreme values; tail inference (62G32) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)
Related Items (4)
Extremes of censored and uncensored lifetimes in survival data ⋮ On Tests for Distinguishing Distribution Tails ⋮ Trimmed extreme value estimators for censored heavy-tailed data ⋮ Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring
- On robust tail index estimation under random censorship
- New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
- Bias reduced tail estimation for censored Pareto type distributions
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
- Estimating the conditional extreme-value index under random right-censoring
- Statistics of extremes under random censoring
- Estimation of the extreme value index and extreme quantiles under random censoring
- A new estimation method for Weibull-type tails based on the mean excess function
- Bias-reduced estimators of the Weibull tail-coefficient
- Some properties of the Kaplan-Meier estimator for independent nonidentically distributed random variables
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Universal Gaussian approximations under random censorship
- Survival analysis. Techniques for censored and truncated data
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications
- Extreme value statistics for censored data with heavy tails under competing risks
- The mean residual life function at great age: Applications to tail estimation
- Goodness-of-fit testing for Weibull-type behavior
- Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior
- On the study of extremes with dependent random right-censoring
- A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood
- Generalized Kernel Estimators for the Weibull-Tail Coefficient
- A Hill Type Estimator of the Weibull Tail-Coefficient
- Peaks-Over-Threshold Modeling Under Random Censoring
- Estimating Extreme Quantiles of Weibull Tail Distributions
- Statistics of Extremes
This page was built for publication: Estimation of extremes for Weibull-tail distributions in the presence of random censoring
