New estimators of the extreme value index under random right censoring, for heavy-tailed distributions

From MaRDI portal
Publication:488101

DOI10.1007/S10687-014-0189-6zbMath1309.62093OpenAlexW2002972207MaRDI QIDQ488101

Rym Worms, Julien Worms

Publication date: 23 January 2015

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-014-0189-6




Related Items (24)

Nonparametric estimation of the conditional tail index and extreme quantiles under random censoringHandling missing extremes in tail estimationFunctional kernel estimation of the conditional extreme value index under random right censoringBayesian estimation of the tail index of a heavy tailed distribution under random censoringEstimation and inference about tail features with tail censored dataOn the study of extremes with dependent random right-censoringRobust estimation of the Pickands dependence function under random right censoringNonparametric estimation of conditional cure models for heavy-tailed distributions and under insufficient follow-upExpert Kaplan–Meier estimationBias reduced tail estimation for censored Pareto type distributionsA Lynden-Bell integral estimator for extremes of randomly truncated dataNonparametric estimation of the conditional extreme-value index with random covariates and censoringEstimating the conditional extreme-value index under random right-censoringPenalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applicationsCombined tail estimation using censored data and expert informationLocal robust estimation of Pareto-type tails with random right censoringExtreme value statistics for censored data with heavy tails under competing risksEstimation of extremes for Weibull-tail distributions in the presence of random censoringOn a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tailsTrimmed extreme value estimators for censored heavy-tailed dataBias-corrected estimation for conditional Pareto-type distributions with random right censoringEstimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoringEstimating extreme quantiles under random truncationGaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring




Cites Work




This page was built for publication: New estimators of the extreme value index under random right censoring, for heavy-tailed distributions