Estimation of the extreme value index in a censorship framework: Asymptotic and finite sample behavior
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference21 articles.
1. Bias reduced tail estimation for censored Pareto type distributions;Beirlant;Stat. Prob. Letters,2016
2. Estimation of the extreme value index and extreme quantiles under random censoring;Beirlant;Extremes,2007
3. On exponential representations of log spacings of order statistics;Beirlant;Extremes,2002
4. Statistics of Extremes: Theory and Applications;Beirlant,2004
5. Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications;Beirlant;Insur. Math. Econ.,2018
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1. Estimating the Conditional Tail Expectation of Randomly Right-Censored Heavy-Tailed Data;Journal of Statistical Theory and Practice;2024-06-05
2. Conditional tail moment and reinsurance premium estimation under random right censoring;TEST;2023-10-09
3. Extremes of censored and uncensored lifetimes in survival data;Extremes;2021-10-09
4. Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring;Statistics;2021-09-03
5. Trimmed extreme value estimators for censored heavy-tailed data;Electronic Journal of Statistics;2021-01-01
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