Trimmed extreme value estimators for censored heavy-tailed data
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Publication:2044408
DOI10.1214/21-EJS1857zbMath1471.62482arXiv2105.05523MaRDI QIDQ2044408
Jan Beirlant, Hansjoerg Albrecher, Martin Bladt
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.05523
62P20: Applications of statistics to economics
62N01: Censored data models
62G32: Statistics of extreme values; tail inference