Using Artificial Censoring to Improve Extreme Tail Quantile Estimates

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  2. Using Artificial Censoring to Improve Extreme Tail Quantile Estimates

Using Artificial Censoring to Improve Extreme Tail Quantile Estimates

TitleUsing Artificial Censoring to Improve Extreme Tail Quantile Estimates
Publication TypeJournal Article
Year of Publication2018
AuthorsLiu, Y, Salibian-Barrera, M, Zamar, RH, Zidek, JV
JournalJournal of the Royal Statistical Society Series C
Volume67
Issue4
Pagination791-812
Date Published08/2018
URLhttps://doi.org/10.1111/rssc.12262
DOI10.1111/rssc.12262