Moment estimators of the extreme value index for randomly censored data in the Weibull domain of attraction

This paper addresses the problem of estimating the extreme value index in presence of random censoring for distributions in the Weibull domain of attraction. The methodologies introduced in [Worms (2014)], in the heavy-tailed case, are adapted here to the negative extreme value index framework, lead...

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Bibliographische Detailangaben

Hauptverfasser:	Worms, Julien, Worms, Rym
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Statistics Theory Statistics - Theory
Online-Zugang:	Volltext bestellen
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