Statistics of extremes under random censoring

DOI10.3150/07-BEJ104zbMath1155.62036arXiv0803.2162MaRDI QIDQ1002583

John H. J. Einmahl, Armelle Guillou, Amélie Fils-Villetard

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.2162

zbMATH Keywords

asymptotic normality; random censoring; extreme value index; extreme quantiles

Mathematics Subject Classification ID

62P10: Applications of statistics to biology and medical sciences; meta analysis

62N01: Censored data models

62G32: Statistics of extreme values; tail inference

Related Items

On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring

Uses Software

• R
• MASS (R)

Cites Work

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