New estimators of the extreme value index under random right censoring, for heavy-tailed distributions

DOI10.1007/s10687-014-0189-6zbMath1309.62093MaRDI QIDQ488101

Rym Worms, Julien Worms

Publication date: 23 January 2015

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-014-0189-6

zbMATH Keywords

random censoring; extreme value index; Kaplan-Meier integration; tail inference

Mathematics Subject Classification ID

62G32: Statistics of extreme values; tail inference

62N02: Estimation in survival analysis and censored data

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