Pages that link to "Item:Q1785799"
From MaRDI portal
The following pages link to Extreme value statistics for censored data with heavy tails under competing risks (Q1785799):
Displaying 7 items.
- Trimmed extreme value estimators for censored heavy-tailed data (Q2044408) (← links)
- Improving the causal treatment effect estimation with propensity scores by the bootstrap (Q2081041) (← links)
- Functional kernel estimation of the conditional extreme value index under random right censoring (Q2138238) (← links)
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring (Q2283054) (← links)
- Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior (Q2317305) (← links)
- Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring (Q5023869) (← links)
- Conditional tail moment and reinsurance premium estimation under random right censoring (Q6557183) (← links)
