Estimating the conditional extreme-value index under random right-censoring
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Publication:901273
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Cites work
- scientific article; zbMATH DE number 3824949 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- A moment estimator for the conditional extreme-value index
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- Nonparametric regression estimation of conditional tails: the random covariate case
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- Statistical Analysis of Financial Data in S-Plus
- Statistics of Extremes
- Statistics of extremes under random censoring
- Sur la distribution limite du terme maximum d'une série aléatoire
- Tail index regression
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
Cited in
(25)- A nonparametric estimator for the conditional tail index of Pareto-type distributions
- New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
- On the study of extremes with dependent random right-censoring
- Estimation of the extreme value index and extreme quantiles under random censoring
- Statistics of extremes under random censoring
- Estimating the conditional tail expectation of randomly right-censored heavy-tailed data
- 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
- Tail index varying coefficient model
- 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
- Efficient estimation of partially linear tail index models using B‐splines
- Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring
- scientific article; zbMATH DE number 2188973 (Why is no real title available?)
- Robust estimation of the Pickands dependence function under random right censoring
- 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
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
- Estimation of extreme survival probabilities with Cox model
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