Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
type: Dataset
description: 23
landing page: 0167-9473
keyword: 62g32
keyword: conditional-extreme-quantiles
keyword: conditional-extreme-value-index
keyword: heavy-tailed-distribution
keyword: infoeu-reposemanticsarticle
keyword: journal-articles
keyword: moving-window
keyword: random-censoring
keyword: simulations
keyword: statmestatistics-statmethodology-statme
issued: 2026-05-12T06:14:39.624458
modified: 2026-05-12T06:14:39.624463
language: en
contact point: Organization
  fn: CCSD

test_moissonnage_selune
type: Agent

Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
type: Distribution
format: HTML
access URL: https://hal.science/hal-00802804
issued: 2026-05-12T06:14:39.630393
modified: 2026-05-12T06:14:39.586910