New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
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Publication:488101
DOI10.1007/S10687-014-0189-6zbMATH Open1309.62093OpenAlexW2002972207MaRDI QIDQ488101FDOQ488101
Authors: Julien Worms, Rym 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
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Cites Work
- Extreme value theory. An introduction.
- Large sample behaviour of the product-limit estimator on the whole line
- On exponential representations of log-spacings of extreme order statistics
- Direct reduction of bias of the classical Hill estimator
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
- The central limit theorem under random censorship
- Statistics of extremes under random censoring
- Estimation of the extreme value index and extreme quantiles under random censoring
- Universal Gaussian approximations under random censorship
- A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment
- Title not available (Why is that?)
- Regression analysis with randomly right-censored data
- Linear Models, Random Censoring and Synthetic Data
- Nonlinear Censored Regression Using Synthetic Data
- Peaks-over-threshold modeling under random censoring
Cited In (33)
- Conditional tail moment and reinsurance premium estimation under random right censoring
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring
- Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior
- On the study of extremes with dependent random right-censoring
- Estimating the conditional tail expectation of randomly right-censored heavy-tailed data
- Estimation of the extreme value index and extreme quantiles under random censoring
- Statistics of extremes under random censoring
- Handling missing extremes in tail estimation
- Functional kernel estimation of the conditional extreme value index under random right censoring
- Local robust estimation of Pareto-type tails with random right censoring
- Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails
- Estimating extreme quantiles under random truncation
- A Lynden-Bell integral estimator for extremes of randomly truncated data
- Extreme value statistics for censored data with heavy tails under competing risks
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring
- Trimmed extreme value estimators for censored heavy-tailed data
- Bias reduced tail estimation for censored Pareto type distributions
- Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring
- Title not available (Why is that?)
- Robust estimation of the Pickands dependence function under random right censoring
- Estimation and inference about tail features with tail censored data
- Nonparametric estimation of conditional cure models for heavy-tailed distributions and under insufficient follow-up
- Testing for sufficient follow-up in censored survival data by using extremes
- Estimating the conditional extreme-value index under random right-censoring
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
- Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
- Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
- Expert Kaplan–Meier estimation
- Peaks-over-threshold modeling under random censoring
- Combined tail estimation using censored data and expert information
- Extreme value analysis without the largest values: what can be done?
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