Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring-Reference-Cited by-同舟云学术

Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring

Published:2021-09-03 Issue:5 Volume:55 Page:979-1017
ISSN:0233-1888
Container-title:Statistics
language:en
Short-container-title:Statistics

Author:

Worms Julien¹²,Worms Rym³

Affiliation:

1. Laboratoire de Mathématiques de Versailles (CNRS UMR 8100), Université Paris-Saclay, Versailles Cedex, France

2. Laboratoire de Mathématiques de Versailles (CNRS UMR 8100), Université de Versailles-Saint-Quentin-En-Yvelines, Versailles Cedex, France

3. Laboratoire d'Analyse et de Mathématiques Appliquées, (CNRS UMR 8050), UGE, UPEC, Université Paris-Est., Créteil, France

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02331888.2021.1994574

Reference27 articles.

1. Estimation of the extreme value index and extreme quantiles under random censoring

2. Statistics of extremes under random censoring

3. Estimation of the extreme value index in a censorship framework: Asymptotic and finite sample behavior

4. New estimators of the extreme value index under random right censoring, for heavy-tailed distributions

5. Worms J, Worms R. Moment estimators of the extreme value index for randomly censored data in the Weibull domain of attraction. 2015. Unpublished manuscript, available on the ArXiv archive. Available from: arXiv:1506.03765.

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1. Informed censoring: The parametric combination of data and expert information;Journal of Statistical Planning and Inference;2024-12

2. Estimating the Conditional Tail Expectation of Randomly Right-Censored Heavy-Tailed Data;Journal of Statistical Theory and Practice;2024-06-05

3. Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring;Statistics;2021-09-03