Statistics of Extremes under Random Censoring

John Einmahl, A. Fils-Villetard and A. Guillou

No 2006-62, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Asymptotic normality; extreme value index; extreme quantiles; random censoring (search for similar items in EconPapers)
Date: 2006
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Working Paper: Statistics of Extremes under Random Censoring (2006)
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