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

7 February 2013

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

6 / 6 papers shown

Title
Bayesian composite confidence interval for the tail index under randomly right-censored data Abdelkader Ameraoui Jean-François Dupuy K. Boukhetala 26 0 0 17 Jun 2024
Kernel estimation for the tail index of a right-censored Pareto-type distribution A. Necir Louiza Soltane 18 0 0 14 Oct 2021
Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behaviour J. Beirlant J. Worms R. Worms 37 16 0 18 Apr 2018
A Simulation Comparison of Estimators of Conditional Extreme Value Index under Right Random Censoring R. Minkah T. Wet E. N. Nortey 8 0 0 25 Sep 2017
Statistical estimate of the proportional hazard premium of loss under random censoring Louiza Soltane D. Meraghni A. Necir 25 2 0 08 Feb 2016
Moment estimators of the extreme value index for randomly censored data in the Weibull domain of attraction J. Worms R. Worms 25 5 0 11 Jun 2015