Modeling of censored bivariate extremal events

DOI10.1016/J.JKSS.2013.10.004MaRDI QIDQ397218zbMATH OpenOpenAlexFDO

Authors Enkelejd Hashorva, Chengxiu Ling, Zuoxiang Peng

Publication date 11 August 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://serval.unil.ch/resource/serval:BIB_C3FB10FFC52E.P001/REF.pdf

zbMATH Keywords

bivariate Hall-classcoefficient of tail dependenceconcomitant order statisticslarge claimsrandomly censoringsmall tail probability

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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Cited in

(3)

• On the study of extremes with dependent random right-censoring
• Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring
• Tail dependence functions of two classes of bivariate skew distributions

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