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

By J. Worms, R. Worms. 2014

60 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/8ab6cece173b1ea0298bbbbdca6a9edfbc5be707