Modeling of censored bivariate extremal events

DOI10.1016/J.JKSS.2013.10.004zbMath1306.62209OpenAlexW2060095928MaRDI QIDQ397218

Enkelejd Hashorva, Chengxiu Ling, Zuo Xiang Peng

Publication date: 11 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://serval.unil.ch/resource/serval:BIB_C3FB10FFC52E.P001/REF.pdf

zbMATH Keywords

coefficient of tail dependencebivariate Hall-classconcomitant order statisticslarge claimsrandomly censoringsmall tail probability

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Estimation in survival analysis and censored data (62N02)

Related Items (2)

Tail dependence functions of two classes of bivariate skew distributions ⋮ Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring

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