Estimating extreme quantiles under random truncation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11749-014-0403-5.pdf
Reference27 articles.
1. Beirlant J, Goegebeur Y, Segers J, Teugels J (2004) Statistics of extremes. Wiley, New York
2. Beirlant J, Guillou A (2001) Pareto index estimation under moderate right censoring. Scand Actuar J 2:111–125
3. Beirlant J, Guillou A, Dierckx G, Fils-Villetard A (2007) Estimation of the extreme value index and extreme quantiles under random censoring. Extremes 10:151–174
4. Beirlant J, Guillou A, Toulemonde G (2010) Peaks-over-threshold modeling under random censoring. Comm Statist Theory Methods 39:1158–1179
5. Billingsley P (1979) Probability and measure. Wiley, New York
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