Extreme value statistics for censored data with heavy tails under competing risks

DOI10.1007/s00184-018-0662-3zbMath1401.62076arXiv1701.05458OpenAlexW2579931581WikidataQ129775942 ScholiaQ129775942MaRDI QIDQ1785799

Julien Worms, Rym Worms

Publication date: 1 October 2018

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.05458

zbMATH Keywords

random censoringcompeting risksextreme value indexAalen-Johansen estimatortail inference

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Estimation in survival analysis and censored data (62N02)

Related Items

Functional kernel estimation of the conditional extreme value index under random right censoring, Estimation of extremes for Weibull-tail distributions in the presence of random censoring, Trimmed extreme value estimators for censored heavy-tailed data, Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior, Improving the causal treatment effect estimation with propensity scores by the bootstrap, Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring

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