Semi-parametric modeling of excesses above high multivariate thresholds with censored data


How to include censored data in a statistical analysis is a recurrent issue in statistics. In multivariate extremes, the dependence structure of large observations can be characterized in terms of a non parametric angular measure, while marginal excesses above asymptotically large thresholds have a parametric distribution. In this work, a flexible semi… (More)
DOI: 10.1016/j.jmva.2015.01.014


10 Figures and Tables