Estimating the conditional extreme-value index under random right-censoring
type: Item
instance of: scholarly article
title: Estimating the conditional extreme-value index under random right-censoring
zbMATH Open document ID: 1328.62220
author: Gilles Stupfler
published in: Journal of Multivariate Analysis
publication date: 2015-12-23T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62N01
Mathematics Subject Classification ID: 62N02
zbMATH DE Number: 6524117
zbMATH Keywords: extreme-value index
zbMATH Keywords: random covariate
zbMATH Keywords: random right-censoring
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic normality
describes a project that uses: R
describes a project that uses: MASS (R)
MaRDI profile type: Publication
full work available at URL: j.jmva.2015.10.015
OpenAlex ID: W2192909938
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DOI: 10.1016/J.JMVA.2015.10.015
description: scientific article; zbMATH DE number 6524117