Estimation and inference about tail features with tail censored data
From MaRDI portal
(Redirected from Publication:2172008)
Recommendations
- Estimation from censored data with incomplete information
- Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring
- Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
- Inferences on parametric estimation of distribution tails
- Censoring estimators of a positive tail index
- Combined tail estimation using censored data and expert information
- Estimation of Bivariate and Marginal Distributions with Censored Data
- Transfer of tail information in censored regression models
Cites work
- scientific article; zbMATH DE number 3824949 (Why is no real title available?)
- scientific article; zbMATH DE number 2015219 (Why is no real title available?)
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
- A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
- A diagnostic for selecting the threshold in extreme value analysis
- A simple general approach to inference about the tail of a distribution
- Censored Regression Quantiles
- Censored regression quantiles
- Direct reduction of bias of the classical Hill estimator
- Estimating tails of probability distributions
- Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
- Extremal quantile regression
- Extreme values for stationary and Markov sequences
- Extremes and local dependence in stationary sequences
- Inference for extremal conditional quantile models, with an application to market and birthweight risks
- Inference in Censored Models with Endogenous Regressors
- Kernel-based semiparametric estimators: small bandwidth asymptotics and bootstrap consistency
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
- Minimax risk bounds in extreme value theory
- Nearly optimal tests when a nuisance parameter is present under the null hypothesis
- Nearly weighted risk minimal unbiased estimation
- New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
- On maximum likelihood estimation of the extreme value index.
- On the size distribution of macroeconomic disasters
- Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Parameter Estimation for the Truncated Pareto Distribution
- Pareto Index Estimation Under Moderate Right Censoring
- Rank -1/2: a simple way to improve the OLS estimation of tail exponents
- Rare Disasters and Exchange Rates *
- Residual life time at great age
- SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- Selecting the optimal sample fraction in univariate extreme value estimation
- Statistical inference using extreme order statistics
- Statistics of extremes under random censoring
- Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
- Testing Statistical Hypotheses
- Using a bootstrap method to choose the sample fraction in tail index estimation
This page was built for publication: Estimation and inference about tail features with tail censored data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2172008)
