Local robust estimation of Pareto-type tails with random right censoring (Q2023827): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Created claim: Wikidata QID (P12): Q127752786, #quickstatements; #temporary_batch_1722432210195
 
(7 intermediate revisions by 5 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: R / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: MASS (R) / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: LBFGS-B / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s13171-019-00169-0 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2901781574 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust and efficient estimation by minimising a density power divergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail index estimation and an exponential regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the extreme value index and extreme quantiles under random censoring / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second-order refined peaks-over-threshold modelling for heavy-tailed distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bias reduced tail estimation for censored Pareto type distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4836494 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Limited Memory Algorithm for Bound Constrained Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kernel estimators of extreme level curves / rank
 
Normal rank
Property / cites work
 
Property / cites work: On kernel smoothing for extremal quantile regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5485944 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A moment estimator for the index of an extreme-value distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local robust and asymptotically unbiased estimation of conditional Pareto-type tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Smooth Statistical Tail Functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics of extremes under random censoring / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local robust estimation of the Pickands dependence function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating a tail exponent by modelling departure from a Pareto distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: A local moment type estimator for the extreme value index in regression with random covariates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric regression estimation of conditional tails: the random covariate case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bias-corrected estimation for conditional Pareto-type distributions with random right censoring / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bias reduction and explicit semi-parametric estimation of the tail index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3670359 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple general approach to inference about the tail of a distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of a tail index based on minimum density power divergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4219536 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference using extreme order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: A moment estimator for the conditional extreme-value index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the conditional extreme-value index under random right-censoring / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Analysis of Financial Data in S-Plus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail Index Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of High Conditional Quantiles for Heavy-Tailed Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: New estimators of the extreme value index under random right censoring, for heavy-tailed distributions / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q127752786 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 15:27, 31 July 2024

scientific article
Language Label Description Also known as
English
Local robust estimation of Pareto-type tails with random right censoring
scientific article

    Statements

    Local robust estimation of Pareto-type tails with random right censoring (English)
    0 references
    0 references
    0 references
    0 references
    3 May 2021
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Pareto-type distribution
    0 references
    random censoring
    0 references
    density power divergence
    0 references
    local estimation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references