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Statistics of Extremes under Random Censoring

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  • Einmahl, J.H.J.

    (Tilburg University, Center For Economic Research)

  • Fils-Villetard, A.
  • Guillou, A.

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  • Einmahl, J.H.J. & Fils-Villetard, A. & Guillou, A., 2006. "Statistics of Extremes under Random Censoring," Discussion Paper 2006-62, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:62d47475-e6e9-43d6-9461-5558e3639d2c
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    1. Einmahl, J. H.J. & Dekkers, A. L.M. & de Haan, L., 1989. "A moment estimator for the index of an extreme-value distribution," Other publications TiSEM 81970cb3-5b7a-4cad-9bf6-2, Tilburg University, School of Economics and Management.
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