Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
DOI10.1016/J.CSDA.2016.06.009zbMATH Open1466.62019OpenAlexW2465009132MaRDI QIDQ1658734FDOQ1658734
Authors: Abdelkader Ameraoui, Kamal Boukhetala, Jean-François Dupuy 
Publication date: 15 August 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.2016.06.009
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Cited In (8)
- An enhanced method for tail index estimation under missingness
- Bayesian nonparametrics for heavy tailed distribution. Application to food risk assessment
- On posterior consistency of tail index for Bayesian kernel mixture models
- Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring
- Estimation and inference about tail features with tail censored data
- On robust tail index estimation under random censorship
- Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications
- Combined tail estimation using censored data and expert information
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