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

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

19 January 2017
J. Worms
R. Worms
ArXiv (abs)PDFHTML

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

2 / 2 papers shown
Title
Trimmed extreme value estimators for censored heavy-tailed data
Trimmed extreme value estimators for censored heavy-tailed data
Martin Bladt
Hansjoerg Albrecher
J. Beirlant
32
8
0
12 May 2021
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
J. Beirlant
J. Worms
R. Worms
23
16
0
18 Apr 2018
1