83 citations · 156 across the 2 of their papers we have counts for
2 papers
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…
math.ST2006★ 73 cited
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
John H. J. Einmahl, Laurens de Haan, Deyuan Li
Consider i.i.d. random vectors on , with unknown, common distribution function . Under a sharpening of the extreme value condition on , we derive a weighted…