Pareto Index Estimation Under Moderate Right Censoring
From MaRDI portal
Recommendations
- Strong convergence bound of the Pareto index estimator under right censoring
- Censoring estimators of a positive tail index
- Almost sure convergence of a tail index estimator in the presence of censoring.
- Local robust estimation of Pareto-type tails with random right censoring
- On robust tail index estimation under random censorship
Cites work
- A moment estimator for the index of an extreme-value distribution
- A simple general approach to inference about the tail of a distribution
- Almost sure convergence of the Hill estimator
- Central limit theorems for sums of extreme values
- Estimation of the Minimum of a Function Using Order Statistics
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- Laws of large numbers for sums of extreme values
- Limit theorems for the ratio of the empirical distribution function to the true distribution function
- On asymptotic normality of Hill's estimator for the exponent of regular variation
- Tail estimates motivated by extreme value theory
- Tail index estimation and an exponential regression model
- Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
- The qq-estimator and heavy tails
- Weak limiting behaviour of a simple tail Pareto-index estimator
Cited in
(21)- Estimation of the extreme value index and extreme quantiles under random censoring
- Censoring estimators of a positive tail index
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
- Inference about the tail of a distribution: improvement on the Hill estimator
- Estimation and inference about tail features with tail censored data
- Non-parametric estimation of Gini index with right censored observations
- Estimating extreme quantiles under random truncation
- Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model
- scientific article; zbMATH DE number 123485 (Why is no real title available?)
- Combined tail estimation using censored data and expert information
- Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not?
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- A review of more than one hundred Pareto-tail index estimators
- Nonparametric estimation of conditional cure models for heavy-tailed distributions and under insufficient follow-up
- Testing for sufficient follow-up in censored survival data by using extremes
- Fitting a parametric distribution for large claims in case of censored or partitioned data
- Almost sure convergence of a tail index estimator in the presence of censoring.
- Nonparametric cure models through extreme-value tail estimation
- Bias reduced tail estimation for censored Pareto type distributions
- Estimating catastrophic quantile levels for heavy-tailed distributions
- Strong convergence bound of the Pareto index estimator under right censoring
This page was built for publication: Pareto Index Estimation Under Moderate Right Censoring
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2759549)
