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math.ST2010
Estimation of the spectral measure of multivariate regularly varying distributions
Shuyan Liu
In the paper, the estimator for the spectral measure of multivariate stable distributions introduced by Davydov and co-workers are extended to the regularly varying distributions.…
math.ST2006★ 39 cited
Product-limit estimators of the survival function with twice censored data
Valentin Patilea, Jean-Marie Rolin
A model for competing (resp. complementary) risks survival data where the failure time can be left (resp. right) censored is proposed. Product-limit estimators for the survival fun…