Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653)
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scientific article; zbMATH DE number 6984055
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| English | Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring |
scientific article; zbMATH DE number 6984055 |
Statements
Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (English)
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23 November 2018
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conditional extreme value index
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conditional extreme quantiles
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heavy-tailed distribution
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moving window
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simulations
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0.9306556582450868
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0.8684744238853455
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0.8623872399330139
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0.8615528345108032
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0.8613161444664001
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