Combined tail estimation using censored data and expert information
Martin Bladt, Hansjörg Albrecher and Jan Beirlant
| Year of publication: |
2020
|
|---|---|
| Authors: | Bladt, Martin ; Albrecher, Hansjörg ; Beirlant, Jan |
| Subject: | extreme value statistics | Penalized likelihood | regular variation | survival analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Statistische Bestandsanalyse | Duration analysis | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Methode | Statistical method |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2019.1694974 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262751