1 citations · 3 across the 4 of their papers we have counts for
5 papers
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…
Extreme value statistics for censored data with heavy tails under competing risks
Julien Worms, Rym Worms
This paper addresses the problem of estimating, in the presence of random censoring as well as competing risks, the extreme value index of the (sub)-distribution function associate…
A Lynden-Bell integral estimator for extremes of randomly truncated data
Julien Worms, Rym Worms
This work deals with the estimation of the extreme value index and extreme quantiles for heavy tailed data,randomly right truncated by another heavy tailed variable. Under mild ass…
Moment estimators of the extreme value index for randomly censored data in the Weibull domain of attraction
Julien Worms, Rym Worms
This paper addresses the problem of estimating the extreme value index in presence of random censoring for distributions in the Weibull domain of attraction. The methodologies intr…
Empirical Likelihood based Confidence Regions for first order parameters of a heavy tailed distribution
Julien Worms, Rym Worms
Let be some i.i.d. observations from a heavy tailed distribution , i.e. such that the common distribution of the excesses over a high threshold can be a…