Local robust estimation of Pareto-type tails with random right censoring

DOI10.1007/s13171-019-00169-0zbMath1465.62062MaRDI QIDQ2023827

Armelle Guillou, Yuri Goegebeur, Goedele Dierckx

Publication date: 3 May 2021

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-019-00169-0

zbMATH Keywords

random censoring; density power divergence; Pareto-type distribution; local estimation

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G35: Nonparametric robustness

62G05: Nonparametric estimation

62N01: Censored data models

62G32: Statistics of extreme values; tail inference

Uses Software

• R
• MASS (R)
• LBFGS-B