Statistics of extremes under random censoring

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dc.creatorEinmahl, John H. J.
dc.creatorFils-Villetard, Amélie
dc.creatorGuillou, Armelle
dc.date2008-03-14
dc.date.accessioned2026-07-07T12:17:41Z
dc.date.available2026-07-07T12:17:41Z
dc.descriptionWe investigate the estimation of the extreme value index when the data are subject to random censorship. We prove, in a unified way, detailed asymptotic normality results for various estimators of the extreme value index and use these estimators as the main building block for estimators of extreme quantiles. We illustrate the quality of these methods by a small simulation study and apply the estimators to medical data.
dc.descriptionPublished in at http://dx.doi.org/10.3150/07-BEJ104 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)
dc.identifierhttps://arxiv.org/abs/0803.2162
dc.identifierhttp://arxiv.org/abs/0803.2162
dc.identifierBernoulli 2008, Vol. 14, No. 1, 207-227
dc.identifierdoi:10.3150/07-BEJ104
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212160
dc.subjectStatistics Theory
dc.titleStatistics of extremes under random censoring
dc.typetext

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