34 citations · 41 across the 8 of their papers we have counts for
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stat.ME2018
Bias Reduced Peaks over Threshold Tail Estimation
Jan Beirlant, Gaonyalelwe Maribe, Philippe Naveau +1
In recent years several attempts have been made to extend tail modelling towards the modal part of the data. Frigessi et al. (2002) introduced dynamic mixtures of two components wi…
math.ST2018
Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behaviour
Jan Beirlant, Julien Worms, Rym Worms
We revisit the estimation of the extreme value index for randomly censored data from a heavy tailed distribution. We introduce a new class of estimators which encompasses earlier p…