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"Nonparametric estimation of the conditional tail index and extreme ..."

Pathé Ndao, Aliou Diop, Jean-François Dupuy (2014)

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DOI: 10.1016/J.CSDA.2014.05.007

access: closed

type: Journal Article

metadata version: 2020-02-18

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Pathé Ndao, Aliou Diop, Jean-François Dupuy:
Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring. Comput. Stat. Data Anal. 79: 63-79 (2014)

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