Using Artificial Censoring to Improve Extreme Tail Quantile Estimates

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Using Artificial Censoring to Improve Extreme Tail Quantile Estimates

TitleUsing Artificial Censoring to Improve Extreme Tail Quantile Estimates
Publication TypeJournal Article
Year of PublicationIn Press
AuthorsLiu, Y, Salibian-Barrera, M, Zamar, RH, Zidek, JV
JournalJournal of the Royal Statistical Society Series C