Estimating extreme quantiles under random truncation
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Publication:2351810
DOI10.1007/s11749-014-0403-5zbMath1328.62206OpenAlexW2153477338MaRDI QIDQ2351810
Laurent Gardes, Gilles Stupfler
Publication date: 26 June 2015
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-014-0403-5
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
Related Items
Tail product-limit process for truncated data with application to extreme value index estimation, Kernel estimation of the tail index of a right-truncated Pareto-type distribution, Estimating the Mean of Heavy-tailed Distribution under Random Truncation, On the study of extremes with dependent random right-censoring, A Lynden-Bell integral estimator for extremes of randomly truncated data, Estimating the conditional extreme-value index under random right-censoring, Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data, A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes, On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails, IPO estimation of heaviness of the distribution beyond regularly varying tails, Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach, Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation
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