scholarly journals A Simulation Comparison of Estimators of Conditional Extreme Value Index under Right Random Censoring

2018 ◽  
Vol 5 (1) ◽  
pp. 337-349
Author(s):  
Richard Minkah ◽  
Tertius de Wet ◽  
Ezekiel Nii Noye Nortey
2018 ◽  
Vol 5 (2) ◽  
pp. 419-445
Author(s):  
Richard Minkah ◽  
Tertius de Wet ◽  
Kwabena Doku-Amponsah

Extremes ◽  
2007 ◽  
Vol 10 (3) ◽  
pp. 151-174 ◽  
Author(s):  
Jan Beirlant ◽  
Armelle Guillou ◽  
Goedele Dierckx ◽  
Amélie Fils-Villetard

2016 ◽  
Vol 8 (4) ◽  
pp. 144
Author(s):  
Modou Ngom ◽  
Gane Samb Lo

<div>Let $X_{1,n} \leq .... \leq X_{n,n}$ be the order statistics associated with a sample $X_{1}, ...., X_{n}$ whose pertaining distribution function (\textit{df}) is $F$. We are concerned with the functional asymptotic behaviour of the sequence of stochastic processes</div><div> </div><div>\begin{equation}<br />T_{n}(f,s)=\sum_{j=1}^{j=k}f(j)\left( \log X_{n-j+1,n}-\log<br />X_{n-j,n}\right)^{s} ,  \label{fme}<br />\end{equation}</div><div> </div><div>indexed by some classes $\mathcal{F}$ of functions $f:\mathbb{N}%^{\ast}\longmapsto \mathbb{R}_{+}$ and $s \in ]0,+\infty[$ and where $k=k(n)$ satisfies</div><div> </div><div>\begin{equation*}<br />1\leq k\leq n,k/n\rightarrow 0\text{ as }n\rightarrow \infty .<br />\end{equation*}</div><div> </div><div>We show that this is a stochastic process whose margins generate estimators of the extreme value index when $F$ is in the extreme domain of attraction. We focus in this paper on its finite-dimension asymptotic law and provide a class of new estimators of the extreme value index whose performances are compared to analogous ones. The results are next particularized for one explicit class $\mathcal{F}$.</div>


2020 ◽  
Vol 2 (4) ◽  
Author(s):  
Frederico Caeiro ◽  
Lígia Henriques‐Rodrigues ◽  
M. Ivette Gomes ◽  
Ivanilda Cabral

1995 ◽  
Vol 23 (6) ◽  
pp. 2059-2080 ◽  
Author(s):  
Holger Drees

Extremes ◽  
2016 ◽  
Vol 19 (4) ◽  
pp. 561-589 ◽  
Author(s):  
Frederico Caeiro ◽  
M. Ivette Gomes ◽  
Jan Beirlant ◽  
Tertius de Wet

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