Estimating the conditional extreme-value index under random right-censoring
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Publication:901273
DOI10.1016/j.jmva.2015.10.015zbMath1328.62220OpenAlexW2192909938MaRDI QIDQ901273
Publication date: 23 December 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.10.015
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Censored data models (62N01) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Estimation in survival analysis and censored data (62N02)
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Uses Software
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