Statistics of Extremes under Random Censoring

J.H.J. Einmahl, A. Fils-Villetard, A. Guillou

Research output: Working paperDiscussion paperOther research output

Abstract

AMS classifications: 62G05; 62G20; 62G32; 62N02;
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages26
Volume2006-62
Publication statusPublished - 2006

Publication series

NameCentER Discussion Paper
Volume2006-62

Keywords

  • Asymptotic normality
  • extreme value index
  • extreme quantiles
  • random censoring

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