Pages that link to "Item:Q899640"

The following pages link to Bias reduced tail estimation for censored Pareto type distributions (Q899640):

Displaying 14 items.

• Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications (Q1697227) (← 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)
• 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)
• 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)
• Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring (Q5023869) (← links)
• Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data (Q6167551) (← links)
• Conditional tail moment and reinsurance premium estimation under random right censoring (Q6557183) (← links)
• Estimating the conditional tail expectation of randomly right-censored heavy-tailed data (Q6581638) (← links)