Estimation of the extreme value index and extreme quantiles under random censoring
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Cites work
- scientific article; zbMATH DE number 4159879 (Why is no real title available?)
- scientific article; zbMATH DE number 3824949 (Why is no real title available?)
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- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 1442355 (Why is no real title available?)
- A bootstrap-based method to achieve optimality in estimating the extreme-value index
- A moment estimator for the index of an extreme-value distribution
- A simple general approach to inference about the tail of a distribution
- Estimating tails of probability distributions
- Excess functions and estimation of the extreme-value index
- Nonparametric Estimation from Incomplete Observations
- On the estimation of high quantiles
- Pareto Index Estimation Under Moderate Right Censoring
- Residual life time at great age
- Statistical inference using extreme order statistics
- Statistical models based on counting processes
- Statistics of Extremes
- Universal Gaussian approximations under random censorship
Cited in
(41)- Combined tail estimation using censored data and expert information
- Conditional tail moment and reinsurance premium estimation under random right censoring
- Modeling of censored bivariate extremal events
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring
- Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior
- New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- On the study of extremes with dependent random right-censoring
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data
- Inference about the tail of a distribution: improvement on the Hill estimator
- Tail index and second-order parameters' semi-parametric estimation based on the log-excesses
- Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not?
- Statistics of extremes under random censoring
- Estimating the conditional tail expectation of randomly right-censored heavy-tailed data
- Estimation of the parameters of the extreme-value distribution under the first failure-censored sampling plan
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- Functional kernel estimation of the conditional extreme value index under random right censoring
- Local robust estimation of Pareto-type tails with random right censoring
- Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails
- Estimating extreme quantiles under random truncation
- A Lynden-Bell integral estimator for extremes of randomly truncated data
- Extreme value statistics for censored data with heavy tails under competing risks
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring
- Trimmed extreme value estimators for censored heavy-tailed data
- A review of more than one hundred Pareto-tail index estimators
- Bias reduced tail estimation for censored Pareto type distributions
- Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- scientific article; zbMATH DE number 2188973 (Why is no real title available?)
- Robust estimation of the Pickands dependence function under random right censoring
- On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring
- Estimating the conditional extreme-value index under random right-censoring
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
- Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
- Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
- Discussion: Statistical models and methods for dependence in insurance data
- Peaks-over-threshold modeling under random censoring
- Estimation of extreme survival probabilities with Cox model
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