Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
type: Item
instance of: scholarly article
title: Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
zbMATH Open document ID: 1506.62134
author: Pathé Ndao
author: Aliou Diop
author: Jean-François Dupuy
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 6984055
zbMATH Keywords: conditional extreme value index
zbMATH Keywords: conditional extreme quantiles
zbMATH Keywords: heavy-tailed distribution
zbMATH Keywords: moving window
zbMATH Keywords: simulations
Wikidata QID: Q59245352
describes a project that uses: R
describes a project that uses: MASS (R)
MaRDI profile type: Publication
full work available at URL: j.csda.2014.05.007
OpenAlex ID: W2053278527
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DOI: 10.1016/J.CSDA.2014.05.007
description: scientific article; zbMATH DE number 6984055