Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
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Publication:1623653
DOI10.1016/j.csda.2014.05.007zbMath1506.62134OpenAlexW2053278527WikidataQ59245352 ScholiaQ59245352MaRDI QIDQ1623653
Pathé Ndao, Jean-François Dupuy, Aliou Diop
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2014.05.007
heavy-tailed distributionsimulationsconditional extreme quantilesmoving windowconditional extreme value index
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistics of extreme values; tail inference (62G32)
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