Functional kernel estimation of the conditional extreme value index under random right censoring

DOI10.16929/AS/2021.2647.178MaRDI QIDQ2138238zbMATH OpenFDO

Authors Justin Ushize Rutikanga, Aliou Diop

Publication date 11 May 2022

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/afrika-statistika/volume-16/issue-2/Functional-kernel-estimation-of-the-conditional-extreme-value-index-under/10.16929/as/2021.2647.178.full

zbMATH Keywords

functional datacensored datakernel estimatorheavy-tailed distributionsconditional extreme value index

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistics of extreme values; tail inference (62G32) Functional data analysis (62R10)

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Cites work

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Cited in

(2)

• Functional kernel estimation of the conditional extreme value index under random right censoring
• Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring

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