New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
From MaRDI portal
(Redirected from Publication:488101)
Recommendations
- Estimating the conditional extreme-value index under random right-censoring
- Estimation of the extreme value index and extreme quantiles under random censoring
- scientific article; zbMATH DE number 2188973
- Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring
- Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
- A new class of estimators for extreme value index
- On the study of extremes with dependent random right-censoring
- Estimation of the extremal index using censored distributions
Cites work
- scientific article; zbMATH DE number 1076783 (Why is no real title available?)
- A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment
- Direct reduction of bias of the classical Hill estimator
- Estimation of the extreme value index and extreme quantiles under random censoring
- Extreme value theory. An introduction.
- Large sample behaviour of the product-limit estimator on the whole line
- Linear Models, Random Censoring and Synthetic Data
- Nonlinear Censored Regression Using Synthetic Data
- On exponential representations of log-spacings of extreme order statistics
- Peaks-over-threshold modeling under random censoring
- Regression analysis with randomly right-censored data
- Statistics of extremes under random censoring
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
- The central limit theorem under random censorship
- Universal Gaussian approximations under random censorship
Cited in
(33)- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
- Estimating extreme quantiles under random truncation
- Trimmed extreme value estimators for censored heavy-tailed data
- Peaks-over-threshold modeling under random censoring
- Conditional tail moment and reinsurance premium estimation under random right censoring
- Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications
- Nonparametric estimation of conditional cure models for heavy-tailed distributions and under insufficient follow-up
- Estimating the conditional tail expectation of randomly right-censored heavy-tailed data
- Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
- Testing for sufficient follow-up in censored survival data by using extremes
- A Lynden-Bell integral estimator for extremes of randomly truncated data
- Handling missing extremes in tail estimation
- Functional kernel estimation of the conditional extreme value index under random right censoring
- Robust estimation of the Pickands dependence function under random right censoring
- Local robust estimation of Pareto-type tails with random right censoring
- On the study of extremes with dependent random right-censoring
- Bias reduced tail estimation for censored Pareto type distributions
- Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior
- Estimation and inference about tail features with tail censored data
- Combined tail estimation using censored data and expert information
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails
- scientific article; zbMATH DE number 2188973 (Why is no real title available?)
- Estimating the conditional extreme-value index under random right-censoring
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring
- Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring
- Estimation of the extreme value index and extreme quantiles under random censoring
- Statistics of extremes under random censoring
- Extreme value statistics for censored data with heavy tails under competing risks
- Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
- Expert Kaplan–Meier estimation
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring
- Extreme value analysis without the largest values: what can be done?
This page was built for publication: New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q488101)
