Combined tail estimation using censored data and expert information
Year of publication: |
2020
|
---|---|
Authors: | Bladt, Martin ; Albrecher, Hansjörg ; Beirlant, Jan |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 6, p. 503-525
|
Subject: | extreme value statistics | Penalized likelihood | regular variation | survival analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Ausreißer | Outliers | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Methode | Statistical method |
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