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Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring.

Pathé NdaoAliou DiopJean-François Dupuy
Published in: Comput. Stat. Data Anal. (2014)
Keyphrases
  • nonparametric estimation
  • heavy tailed
  • data distribution
  • survival analysis
  • neural network
  • index structure
  • sliding window
  • probability density function
  • power law
  • machine learning
  • image reconstruction