Estimation of the extreme value index in a censorship framework: Asymptotic and finite sample behavior

Title
Estimation of the extreme value index in a censorship framework: Asymptotic and finite sample behavior
Authors
Keywords
Extreme value index, Tail inference, Random censoring, Asymptotic representation
Journal
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Volume 202, Issue -, Pages 31-56
Publisher
Elsevier BV
Online
2019-02-05
DOI
10.1016/j.jspi.2019.01.004

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