775 citations
- Eindhoven University of TechnologyNL24 papers
- Centrum Wiskunde & InformaticaNL23 papers
- University of AmsterdamNL14 papers
- Centre National de la Recherche ScientifiqueFR9 papers
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- Maastricht UniversityNL8 papers
- Delft University of TechnologyNL7 papers
- UCLouvainBE7 papers
- Universitat Politècnica de CatalunyaES7 papers
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Showing 2008Show all
2 papers · 1 filter
math.ST2008★ 59 cited
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution
John H. J. Einmahl, Johan Segers
Consider a random sample from a bivariate distribution function in the max-domain of attraction of an extreme-value distribution function . This is characterized by two…
math.ST2008★ 83 cited
Statistics of extremes under random censoring
John H. J. Einmahl, Amélie Fils-Villetard, Armelle Guillou
We investigate the estimation of the extreme value index when the data are subject to random censorship. We prove, in a unified way, detailed asymptotic normality results for vario…