83 citations · 404 across the 14 of their papers we have counts for
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…