Estimating extreme quantiles under random truncation
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Cites work
- scientific article; zbMATH DE number 3860238 (Why is no real title available?)
- scientific article; zbMATH DE number 3638844 (Why is no real title available?)
- scientific article; zbMATH DE number 1198868 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 775723 (Why is no real title available?)
- A simple general approach to inference about the tail of a distribution
- Adjustments for Reporting Delays and the Prediction of Occurred but Not Reported Events
- Almost sure representations of the product-limit estimator for truncated data
- An application of randomly truncated data models in reserving IBNR claims
- Estimating a distribution function with truncated data
- Estimation from truncated lifetime data with supplementary information on covariates and censoring times
- Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
- Estimation of Rate and Mean Functions from Truncated Recurrent Event Data
- Estimation of the extreme value index and extreme quantiles under random censoring
- Extreme value theory. An introduction.
- Inference Based on Retrospective Ascertainment: An Analysis of the Data on Transfusion-Related AIDS
- New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
- Nonparametric analysis of truncated survival data, with application to AIDS
- Pareto Index Estimation Under Moderate Right Censoring
- Peaks-over-threshold modeling under random censoring
- Prediction of IBNR claim counts by modelling the distribution of report lags
- Statistics of Extremes
- Statistics of extremes under random censoring
- The central limit theorem under random truncation
Cited in
(18)- Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation
- On the study of extremes with dependent random right-censoring
- Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data
- Truncated estimation of ratio statistics with application to heavy tail distributions
- Tail product-limit process for truncated data with application to extreme value index estimation
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails
- A Lynden-Bell integral estimator for extremes of randomly truncated data
- Trimmed extreme value estimators for censored heavy-tailed data
- Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach
- Estimating the Mean of Heavy-tailed Distribution under Random Truncation
- A bias-reduced estimation for reinsurance risk premiums of heavy-tailed loss distributions under random truncation
- Asymptotic properties of quantiles for truncated and contaminated data
- Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data
- Estimating the conditional extreme-value index under random right-censoring
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes
- IPO estimation of heaviness of the distribution beyond regularly varying tails
- A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold
- Fitting tails affected by truncation
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