Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751)
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scientific article
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English | Nonparametric estimation of the conditional extreme-value index with random covariates and censoring |
scientific article |
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Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (English)
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22 December 2015
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conditional extreme-value index
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conditional extreme quantile
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conditional Kaplan-Meier estimator
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kernel estimator
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simulations
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