Estimation and Inference about Tail Features with Tail Censored Data

23 Feb 2020 Wang Yulong Xiao Zhijie

This paper considers estimation and inference about tail features when the observations beyond some threshold are censored. We first show that ignoring such tail censoring could lead to substantial bias and size distortion, even if the censored probability is tiny... (read more)

PDF Abstract
No code implementations yet. Submit your code now


Results from the Paper

  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods used in the Paper

🤖 No Methods Found Help the community by adding them if they're not listed; e.g. Deep Residual Learning for Image Recognition uses ResNet