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Trimmed extreme value estimators for censored heavy-tailed data

Trimmed extreme value estimators for censored heavy-tailed data

Martin Bladt
Hansjoerg Albrecher
J. Beirlant
ArXiv (abs)PDFHTML

Papers citing "Trimmed extreme value estimators for censored heavy-tailed data"

5 / 5 papers shown
Title
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-fit
Martin Bladt
Christoffer Øhlenschlæger
20
0
0
11 Aug 2024
Censored extreme value estimation
Censored extreme value estimation
Martin Bladt
Igor Rodionov
18
3
0
16 Dec 2023
A new method for estimating the tail index using truncated sample sequence
A new method for estimating the tail index using truncated sample sequence
F. Tang
D. Han
18
0
0
11 Sep 2022
A Reduced-Bias Weighted least square estimation of the Extreme Value Index
A Reduced-Bias Weighted least square estimation of the Extreme Value Index
E. Ocran
R. Minkah
K. Doku-Amponsah
30
1
0
16 Oct 2021
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
A. Necir
Louiza Soltane
15
0
0
14 Oct 2021