On the study of extremes with dependent random right-censoring
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10687-018-0328-6.pdf
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3. Beirlant, J., Guillou, A., Toulemonde, G.: Peaks-Over-Threshold modeling under random censoring. Commun. Stat. – Theory Methods 39, 1158–1179 (2010)
4. Beirlant, J., Bardoutsos, A, de Wet, T., Gijbels, I.: Bias reduced tail estimation for censored Pareto type distributions. Stat. Probab. Lett. 109, 78–88 (2016)
5. Bingham, N.H., Goldie, C.M., Teugels, J.L.: Regular Variation. Cambridge University Press, Cambridge (1987)
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