Robust estimation of the Pickands dependence function under random right censoring
Yuri Goegebeur, Armelle Guillou, Jing Qin
| Year of publication: |
2019
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|---|---|
| Authors: | Goegebeur, Yuri ; Guillou, Armelle ; Qin, Jing |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 87.2019, p. 101-114
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| Subject: | Pickands dependence function | Censoring | Kaplan-Meier integral | Density power divergence | Insurance indemnity losses | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Robustes Verfahren | Robust statistics | Versicherung | Insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.03.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012058926