Estimation of the extreme value index and extreme quantiles under random censoring

Jan Beirlant; Armelle Guillou; Goedele Dierckx; Amelie Fils-Villetard

doi:10.1007/s10687-007-0039-x

Journal Articles Extremes Year : 2007

Estimation of the extreme value index and extreme quantiles under random censoring

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Jan Beirlant

Function : Author

Katholieke Universiteit Leuven

Armelle Guillou

Function : Author
PersonId : 896881

Institut de Recherche Mathématique Avancée

Goedele Dierckx

Function : Author

Katholieke Universiteit Leuven

Amelie Fils-Villetard

Function : Author

Laboratoire de Statistique Théorique et Appliquée

Domains

Statistics [math.ST]

Armelle Guillou : Connect in order to contact the contributor

https://hal.science/hal-00149438

Submitted on : Friday, May 25, 2007-4:03:16 PM

Last modification on : Saturday, March 30, 2024-3:07:35 AM

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hal-00149438 , version 1 (25-05-2007)

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HAL Id : hal-00149438 , version 1
DOI : 10.1007/s10687-007-0039-x

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Jan Beirlant, Armelle Guillou, Goedele Dierckx, Amelie Fils-Villetard. Estimation of the extreme value index and extreme quantiles under random censoring. Extremes, 2007, 10 (3), pp.151-174. ⟨10.1007/s10687-007-0039-x⟩. ⟨hal-00149438⟩

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Estimation of the extreme value index and extreme quantiles under random censoring

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