Statistics of Extremes under Random Censoring
AbstractAMS classifications: 62G05; 62G20; 62G32; 62N02;
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2006-62.
Date of creation: 2006
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Asymptotic normality; extreme value index; extreme quantiles; random censoring;
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