New estimators of the extreme value index under random right censoring, for heavy-tailed distributions

Title
New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
Authors
Keywords
Extreme value index, Tail inference, Random censoring, Kaplan-Meier integration, 62G32 (Extreme value statistics), 62N02 (Estimation for censored data)
Journal
Extremes
Volume 17, Issue 2, Pages 337-358
Publisher
Springer Nature
Online
2014-04-28
DOI
10.1007/s10687-014-0189-6

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