Peaks-over-threshold modeling under random censoring

Communications in Statistics - Theory and Methods

Volumn 39, Issue 7, 2010, Pages 1158-1179

  Beirlant, Jan ^a   Guillou, Armelle ^b   Toulemonde, Gwladys ^c  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITÉ DE STRASBOURG   (France)

^c UNIVERSITÉ DE MONTPELLIER   (France)

Author keywords

Asymptotic normality; Extreme value index; Newton Rapshon algorithm

Indexed keywords

ALTERNATIVE APPROACH; ASYMPTOTIC NORMALITY; ASYMPTOTIC PROPERTIES; CENSORED OBSERVATIONS; CLASSICAL ESTIMATORS; CLOSE APPROXIMATION; EXTREME VALUE; EXTREME VALUE INDEX; NEWTON-RAPHSON ALGORITHM; OPEN PROBLEMS; PEAKS-OVER-THRESHOLD METHOD; RANDOM CENSORING; SIMULATION STUDIES; STEP APPROXIMATIONS;

APPROXIMATION ALGORITHMS; ASYMPTOTIC ANALYSIS; NEWTON-RAPHSON METHOD;

ESTIMATION;

EID: 77951027794     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920902859599     Document Type: Article

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