Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications (Q1697227)
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English | Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications |
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Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications (English)
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15 February 2018
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extreme value index
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Pareto-type
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tail estimation
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random censoring
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bias reduction
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