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0803.2162
Cited By

Statistics of extremes under random censoring

Statistics of extremes under random censoring

14 March 2008

Amélie Fils-Villetard

ArXiv (abs)PDF HTML

Papers citing "Statistics of extremes under random censoring"

24 / 24 papers shown

Censored and extreme losses: functional convergence and applications to
tail goodness-of-fit

Censored and extreme losses: functional convergence and applications to tail goodness-of-fitInsurance, Mathematics & Economics (IME), 2024

Christoffer Øhlenschlæger

176

1

0

11 Aug 2024

Bayesian composite confidence interval for the tail index under randomly
right-censored data

Bayesian composite confidence interval for the tail index under randomly right-censored data

Abdelkader Ameraoui

Jean-François Dupuy

78

0

0

17 Jun 2024

Censored extreme value estimation

Censored extreme value estimation

318

4

0

16 Dec 2023

Kernel estimation for the tail index of a right-censored Pareto-type
distribution

Kernel estimation for the tail index of a right-censored Pareto-type distribution

76

0

0

14 Oct 2021

Trimmed extreme value estimators for censored heavy-tailed data

Trimmed extreme value estimators for censored heavy-tailed dataElectronic Journal of Statistics (EJS), 2021

Hansjoerg Albrecher

99

10

0

12 May 2021

Extremes of Censored and Uncensored Lifetimes in Survival Data

Extremes of Censored and Uncensored Lifetimes in Survival DataExtremes (Extremes), 2020

Sidney I. Resnick

141

6

0

26 Feb 2020

Nonparametric estimation of conditional cure models for heavy-tailed
distributions and under insufficient follow-up

Nonparametric estimation of conditional cure models for heavy-tailed distributions and under insufficient follow-upComputational Statistics & Data Analysis (CSDA), 2019

Mikael Escobar-Bach

Ingrid Van Keilegom

60

9

0

18 Sep 2019

Logarithm of ratios of two order statistics and regularly varying tails

Logarithm of ratios of two order statistics and regularly varying tails

74

3

0

16 Apr 2019

$L_p$ and almost sure convergence of estimation on heavy tail index
under random censoring

L_p

and almost sure convergence of estimation on heavy tail index under random censoring

76

0

0

24 Aug 2018

Improved estimation of the extreme value index using related variables

Improved estimation of the extreme value index using related variables

113

4

0

17 Jul 2018

Estimation of the extreme value index in a censorship framework:
asymptotic and finite sample behaviour

Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behaviour

68

22

0

18 Apr 2018

Non-parametric cure rate estimation under insufficient follow-up using
extremes

Non-parametric cure rate estimation under insufficient follow-up using extremes

Mikael Escobar-Bach

Ingrid Van Keilegom

67

10

0

04 Apr 2018

Tail empirical process and weighted extreme value index estimator for
randomly right-censored data

Tail empirical process and weighted extreme value index estimator for randomly right-censored data

154

6

0

02 Jan 2018

A Simulation Comparison of Estimators of Conditional Extreme Value Index
under Right Random Censoring

A Simulation Comparison of Estimators of Conditional Extreme Value Index under Right Random Censoring

46

0

0

25 Sep 2017

On Extreme Value Index Estimation under Random Censoring

On Extreme Value Index Estimation under Random Censoring

K. Doku-Amponsah

161

2

0

25 Sep 2017

Extreme value statistics for censored data with heavy tails under
competing risks

Extreme value statistics for censored data with heavy tails under competing risksMetrika (Heidelberg) (Metrika), 2017

84

15

0

19 Jan 2017

Estimating the second-order parameter of regular variation and bias
reduction in tail index estimation under random truncation

Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation

75

5

0

01 Oct 2016

Statistical estimate of the proportional hazard premium of loss under
random censoring

Statistical estimate of the proportional hazard premium of loss under random censoring

97

3

0

08 Feb 2016

A Lynden-Bell integral estimator for extremes of randomly truncated data

A Lynden-Bell integral estimator for extremes of randomly truncated data

70

16

0

15 Jul 2015

Estimating the mean of a heavy-tailed distribution under random
censoring

Estimating the mean of a heavy-tailed distribution under random censoring

48

1

0

12 Jul 2015

Moment estimators of the extreme value index for randomly censored data
in the Weibull domain of attraction

Moment estimators of the extreme value index for randomly censored data in the Weibull domain of attraction

67

5

0

11 Jun 2015

Nelson-Aalen tail product-limit process and extreme value index
estimation under random censorship

Nelson-Aalen tail product-limit process and extreme value index estimation under random censorship

99

9

0

13 Feb 2015

Gaussian approximation to the extreme value index estimator of a
heavy-tailed distribution under random censoring

Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring

312

17

0

07 Feb 2013

Local asymptotic normality in δ-neighborhoods of standard
generalized Pareto processes

Local asymptotic normality in δ-neighborhoods of standard generalized Pareto processes

492

8

0

03 Aug 2011

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