New estimators of the extreme value index under random right censoring, for heavy-tailed distributions

Beirlant, J., Dierckx, G., Guillou, A., Stǎricǎ, C.: On exponential representations of log spacings of order statisticsIn extremes, Vol. 5, pp 157–180 (2002)

Beirlant, J., Dierckx, G., Guillou, A., Fils-Villetard, A.: Estimation of the extreme value index and extreme quantiles under random censoring In extremes, Vol. 10, pp 151–174 (2007)

Beirlant, J., Guillou, A., Toulemonde, G.: Peaks-over-threshold modeling under random censoring. In Comm. Stat: Theory and Methods 39, 1158–1179 (2010)

Brahimi, B., Meraghni, D., Necir, A.: Asymptotic normality of the adapted Hill estimator to censored data. working paper (2013)

Caeiro, F., Gomes, M.I., Pestana, D.: Direct reduction of bias of the classical Hill estimator In revstat, Vol. 3/2, pp 113–136 (2005)

Chow, Y.S.: Probability theory independence, interchangeability, martingales. Springer (1997)

Csörgő, S.: Universal Gaussian approximations under random censorship. Ann. stat. 2(6), 2744–2778 (1996)

de Haan, L., Ferreira, A.: Extreme Value Theory : an Introduction. Springer (2006)

Delecroix, M., Lopez, O., Patilea, V.: Nonlinear censored regression using synthetic data. Scand. J. Stat. 35, 248–265 (2008)

Einmahl, J., Fils-Villetard, A., Guillou, A.: Statistics of extremes under random censoring In bernoulli, Vol. 14, pp 207–227 (2008)

Gill, R.: Large sample behaviour of the product-limit estimator on the whole line. Ann. stat. 11(1), 49–58 (1983)

Gomes, M.I., de Haan, L., Rodrigues, L.H.: Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses. J. R. Stat. Soc. B70(1), 31–52 (2008)

Gomes, M.I., Neves, M.M.: Estimation of the extreme value index for randomly censored dataBiometrical Letters, Vol. 48, pp 1–22 (2011)

Koul, H., Susarla, V., Van Ryzin, J.: Regression analysis with randomly right-censored data. Ann. stat. 9(6), 1276–1288 (1981)

Leurgans, S.: Linear models, random censoring and synthetic dataBiometrika, Vol. 74 , pp 301–309 (1987)

Stute, W.: The central limit theorem under random censorship, Vol. 23, pp 422–439 (1995)