Estimating the conditional extreme-value index under random right-censoring

Gilles Stupfler. Estimating the conditional extreme-value index under random right-censoring. J. Multivariate Analysis, 144:1-24, 2016. [doi]

@article{Stupfler16,
  title = {Estimating the conditional extreme-value index under random right-censoring},
  author = {Gilles Stupfler},
  year = {2016},
  doi = {10.1016/j.jmva.2015.10.015},
  url = {http://dx.doi.org/10.1016/j.jmva.2015.10.015},
  researchr = {https://researchr.org/publication/Stupfler16},
  cites = {0},
  citedby = {0},
  journal = {J. Multivariate Analysis},
  volume = {144},
  pages = {1-24},
}