Pages that link to "Item:Q1002583"

The following pages link to Statistics of extremes under random censoring (Q1002583):

Displaying 35 items.

• Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855) (← links)
• Modeling of censored bivariate extremal events (Q397218) (← links)
• New estimators of the extreme value index under random right censoring, for heavy-tailed distributions (Q488101) (← links)
• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
• Bias reduced tail estimation for censored Pareto type distributions (Q899640) (← links)
• A Lynden-Bell integral estimator for extremes of randomly truncated data (Q899645) (← links)
• Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
• Estimating the conditional extreme-value index under random right-censoring (Q901273) (← links)
• On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring (Q1049197) (← links)
• Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
• Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734) (← links)
• Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← links)
• Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications (Q1697227) (← links)
• Extreme value statistics for censored data with heavy tails under competing risks (Q1785799) (← links)
• Discussion on ``Human life is unlimited but short'' by Holger Rootzén and Dmitrii Zholud (Q1792622) (← links)
• Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
• Trimmed extreme value estimators for censored heavy-tailed data (Q2044408) (← links)
• Handling missing extremes in tail estimation (Q2135578) (← links)
• Extremes of censored and uncensored lifetimes in survival data (Q2135583) (← links)
• Functional kernel estimation of the conditional extreme value index under random right censoring (Q2138238) (← links)
• Estimation and inference about tail features with tail censored data (Q2172008) (← links)
• Estimation of extremes for Weibull-tail distributions in the presence of random censoring (Q2283054) (← links)
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
• Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior (Q2317305) (← links)
• Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (Q2322012) (← links)
• Bias-corrected estimation for conditional Pareto-type distributions with random right censoring (Q2322840) (← links)
• Estimating extreme quantiles under random truncation (Q2351810) (← links)
• On the study of extremes with dependent random right-censoring (Q2418001) (← links)
• Robust estimation of the Pickands dependence function under random right censoring (Q2421402) (← links)
• Peaks-Over-Threshold Modeling Under Random Censoring (Q3566560) (← links)
• Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (Q3589967) (← links)
• ON MARINE LIABILITY PORTFOLIO MODELING (Q5213439) (← links)
• Discussion: Statistical models and methods for dependence in insurance data (Q5965672) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Nonparametric estimation of conditional cure models for heavy-tailed distributions and under insufficient follow-up (Q6115524) (← links)