Functional kernel estimation of the conditional extreme value index under random right censoring (Q2138238)
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scientific article; zbMATH DE number 7525325
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| English | Functional kernel estimation of the conditional extreme value index under random right censoring |
scientific article; zbMATH DE number 7525325 |
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Functional kernel estimation of the conditional extreme value index under random right censoring (English)
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11 May 2022
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censored data
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conditional extreme value index
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heavy-tailed distributions
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functional data
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kernel estimator
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0.8972075581550598
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0.8623872399330139
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0.8597413897514343
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0.8358250856399536
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0.8259371519088745
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