Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring
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Cites work
- A test for comparing tail indices for heavy-tailed distributions via empirical likelihood
- Bias reduced tail estimation for censored Pareto type distributions
- Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
- Combined tail estimation using censored data and expert information
- Estimating the conditional extreme-value index under random right-censoring
- Estimation of extreme quantiles from heavy and light tailed distributions
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring
- Estimation of the extreme value index and extreme quantiles under random censoring
- Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior
- Extreme value statistics for censored data with heavy tails under competing risks
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring
- Modeling of censored bivariate extremal events
- New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
- On robust tail index estimation under random censorship
- On the study of extremes with dependent random right-censoring
- Peaks-over-threshold modeling under random censoring
- Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications
- Robust estimation of the Pickands dependence function under random right censoring
- Statistics of extremes under random censoring
- Weibull tail-distributions revisited: A new look at some tail estimators
Cited in
(10)- Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
- Semi-parametric modeling of excesses above high multivariate thresholds with censored data
- Trimmed extreme value estimators for censored heavy-tailed data
- Estimation and inference about tail features with tail censored data
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring
- Estimation of the parameters of the extreme-value distribution under the first failure-censored sampling plan
- New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
- Tail processes under heavy random censorship with applications
- Estimating the conditional tail expectation of randomly right-censored heavy-tailed data
- Informed censoring: the parametric combination of data and expert information
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