Pages that link to "Item:Q259855"

The following pages link to Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855):

Displaying 9 items.

• Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← 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)
• Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications (Q1697227) (← 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)
• On the study of extremes with dependent random right-censoring (Q2418001) (← links)
• Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring (Q5023869) (← links)