Exceedance probabilities using Nonparametric Predictive Inference

Some statistical methods for extreme value analysis assume that the maximum observed value represents the endpoint of the support. However, in cases involving right-censored observations, it is often unclear whether the true value of a censored observation exceeds the largest observed value. This pa...

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Bibliographic Details
Main Authors: Ali M.Y. Mahnashi, Frank P.A. Coolen, Tahani Coolen-Maturi
Format: Article
Language:English
Published: Elsevier 2025-06-01
Series:Franklin Open
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Online Access:http://www.sciencedirect.com/science/article/pii/S2773186325000313
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