Functional Kernel Estimation of the Conditional Extreme Quantile under Random Right Censoring
نویسندگان
چکیده
منابع مشابه
Estimating the conditional extreme-value index under random right-censoring
In extreme value theory, the extreme-value index is a parameter that controls the behavior of a cumulative distribution function in its right tail. Estimating this parameter is thus the first step when tackling a number of problems related to extreme events. In this paper, we introduce an estimator of the extreme-value index in the presence of a random covariate when the response variable is ri...
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ژورنال
عنوان ژورنال: Open Journal of Statistics
سال: 2021
ISSN: 2161-718X,2161-7198
DOI: 10.4236/ojs.2021.111009