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20102018
most citedEmpirical Likelihood based Confidence Regions for first order parameters of a heavy tailed distribution

1 citations · 3 across the 4 of their papers we have counts for

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Showing 2015 · math.STShow all

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math.ST2015

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…

math.ST2015★ 1 cited

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…