Trimmed extreme value estimators for censored heavy-tailed data (Q2044408): Difference between revisions

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-Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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+Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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+MaRDI publication profile
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+.05523
@@ Property / arXiv ID: 2105.05523 / rank @@
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@@ Property / cites work @@
+Reinsurance
@@ Property / cites work: Reinsurance / rank @@
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@@ Property / cites work @@
+Matrix Mittag-Leffler distributions and modeling heavy-tailed risks
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+Bias reduced tail estimation for censored Pareto type distributions
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+Estimation of the extreme value index and extreme quantiles under random censoring
+Normal rank
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+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
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+Peaks-Over-Threshold Modeling Under Random Censoring
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+Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications
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+Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior
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+Combined tail estimation using censored data and expert information
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+Threshold selection and trimming in extremes
@@ Property / cites work: Threshold selection and trimming in extremes / rank @@
+Normal rank
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+Kernel estimates of the tail index of a distribution
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+Adaptive estimates of parameters of regular variation
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+Statistics of extremes under random censoring
@@ Property / cites work: Statistics of extremes under random censoring / rank @@
+Normal rank
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+A new class of semi-parametric estimators of the second order parameter.
+Normal rank
@@ Property / cites work @@
+Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
+Normal rank
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+Robust estimation of the Pickands dependence function under random right censoring
+Normal rank
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+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
+Normal rank
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+Estimating the conditional extreme-value index under random right-censoring
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+On the study of extremes with dependent random right-censoring
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+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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@@ Property / cites work @@
+New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
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+A Lynden-Bell integral estimator for extremes of randomly truncated data
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@@ Property / cites work @@
+Extreme value statistics for censored data with heavy tails under competing risks
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@@ Property / cites work @@
+Estimation of extremes for Weibull-tail distributions in the presence of random censoring
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@@ links / mardi / name / links / mardi / name @@
+Publication:2044408