Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751)

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Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
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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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