Related papers: Statistics of extremes under random censoring
A doubly type-II censored scheme is an important sampling scheme in the life testing experiment and reliability engineering. In the present commutation, we have considered estimating ordered scale parameters of two exponential distributions…
In this article, the estimation of reliability of a system is discussed $p(y<x)$ when strength, $X$, and stress, $Y$, are two independent exponential distribution with different scale parameters when the available data are type II Censored…
Extreme value analysis for time series is often based on the block maxima method, in particular for environmental applications. In the classical univariate case, the latter is based on fitting an extreme-value distribution to the sample of…
The estimation of the Extreme Value Index (EVI) is fundamental in extreme value analysis but suffers from high variance due to reliance on only a few extreme observations. We propose a control variates based transfer learning approach in a…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…
Statistical inference for extreme values of random events is difficult in practice due to low sample sizes and inaccurate models for the studied rare events. If prior knowledge for extreme values is available, Bayesian statistics can be…
In this paper, we modify the Bayes risk for the expectile, the so-called variantile risk measure, to better capture extreme risks. The modified risk measure is called the adjusted standard-deviatile. First, we derive the asymptotic…
In this paper we investigate the estimation of the unknown parameters of a competing risk model based on a Weibull distributed decreasing failure rate and an exponentially distributed constant failure rate, under right censored…
We provide a survey of how techniques developed for the modelling of extremes naturally matter in insurance, and how they need to and can be adapted for the insurance applications. Topics covered include truncation, tempering, censoring and…
A measure of primal importance for capturing the serial dependence of a stationary time series at extreme levels is provided by the limiting cluster size distribution. New estimators based on a blocks declustering scheme are proposed and…
In this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in datasets. To quantify this observation, a corresponding…
We develop inference procedures for longitudinal data where some of the measurements are censored by fixed constants. We consider a semi-parametric quantile regression model that makes no distributional assumptions. Our research is…
We consider quantile regression processes from censored data under dependent data structures and derive a uniform Bahadur representation for those processes. We also consider cases where the dimension of the parameter in the quantile…
In this work we introduce a method for estimating entropy rate and entropy production rate from finite symbolic time series. From the point of view of statistics, estimating entropy from a finite series can be interpreted as a problem of…
We study weighted M-estimators for $\mathbb{R}^d$-valued clustered data and give sufficient conditions for their consistency. Their asymptotic normality is established with estimation of the asymptotic covariance matrix. We address the…
Convergence rate estimates in limit theorems for sums of independent random variables are considered.
A weighted Gaussian approximation to tail product-limit process for Pareto-like distributions of randomly right-truncated data is provided and a new consistent and asymptotically normal estimator of the extreme value index is derived. A…
We present a new estimator of the restricted mean survival time in randomized trials where there is right censoring that may depend on treatment and baseline variables. The proposed estimator leverages prognostic baseline variables to…
Given a statistical model, we propose a novel estimation method that yields randomised estimators for the unknown distribution of an observed random variable. We establish non-asymptotic bounds for the performance of these estimators and…