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Handling missing extremes in tail estimation

Published Online: 2021-12-23

Published Print: 2022-06

Authors

Xu, Hui

Davis, Richard https://orcid.org/0000-0003-3450-1797
Samorodnitsky, Gennady
Funding

Funding for this research was provided by:

Army Research Office (W911NF-18 -10318)

National Science Foundation (DMS 2015379)
License Information

Text and Data Mining valid from 2021-12-23

Version of Record valid from 2021-12-23
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Article History

Received: 9 June 2020

Revised: 7 September 2021

Accepted: 8 September 2021

First Online: 23 December 2021

Document is current