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

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References

2006Extreme Value Theory : An Introduction1,564 cited
2006Extreme value theory : an introduction1,256 cited
2007Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses129 cited
2022Direct Reduction of Bias of the Classical Hill Estimator118 cited
2002On Exponential Representations of Log-Spacings of Extreme Order Statistics91 cited
2008Statistics of extremes under random censoring84 cited
2007Estimation of the extreme value index and extreme quantiles under random censoring77 cited

Cited by

2015Estimating the conditional extreme-value index under random right-censoring41 cited
2014Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring30 cited

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