2 citations · 3 across the 3 of their papers we have counts for
4 papers
Constant versus Covariate Dependent Threshold in the Peaks-Over Threshold Method
Richard Minkah, Tertius de Wet
The Peaks-Over Threshold is a fundamental method in the estimation of rare events such as small exceedance probabilities, extreme quantiles and return periods. The main problem wit…
Measuring inequality: application of semi-parametric methods to real life data
Tchilabalo Abozou Kpanzou, Tertius de Wet, Gane Samb Lo
A number of methods have been introduced in order to measure the inequality in various situations such as income and expenditure. In order to curry out statistical inference, one o…
On Extreme Value Index Estimation under Random Censoring
Richard Minkah, Tertius de Wet, Kwabena Doku-Amponsah
Extreme value analysis in the presence of censoring is receiving much attention as it has applications in many disciplines, including survival and reliability studies. Estimation o…
A Simulation Comparison of Estimators of Conditional Extreme Value Index under Right Random Censoring
Richard Minkah, Tertius de Wet, Ezekiel Nii Noi Nortey
In extreme value analysis, the extreme value index plays a vital role as it determines the tail heaviness of the underlying distribution and is the primary parameter required for t…