2022
DOI: 10.3150/21-bej1417
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Splitting the sample at the largest uncensored observation

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Cited by 3 publications
(10 citation statements)
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“…where 𝑎 𝑛 ∼ (𝑛𝑎 𝐺 ) 1∕𝛾 and 𝑏 𝑛 ∼ (𝑛𝑎 𝐺 ) 1∕(1+𝛾) . Then according to Case 3 of Theorem 3.1 of Maller, Resnick & Shemehsavar (2022) (with the slowly varying functions specified there taken as 1), (𝑈 𝑛 , 𝑉 𝑛 ) ⇒ (𝑈, 𝑉 ) as 𝑛 → ∞, where 𝑈 and 𝑉 are independently distributed with…”
Section: Discussionmentioning
confidence: 99%
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“…where 𝑎 𝑛 ∼ (𝑛𝑎 𝐺 ) 1∕𝛾 and 𝑏 𝑛 ∼ (𝑛𝑎 𝐺 ) 1∕(1+𝛾) . Then according to Case 3 of Theorem 3.1 of Maller, Resnick & Shemehsavar (2022) (with the slowly varying functions specified there taken as 1), (𝑈 𝑛 , 𝑉 𝑛 ) ⇒ (𝑈, 𝑉 ) as 𝑛 → ∞, where 𝑈 and 𝑉 are independently distributed with…”
Section: Discussionmentioning
confidence: 99%
“…The censoring distribution 𝐺 is required to have a finite right extreme but this is inherently satisfied in the important Case 1 and will usually be the case in practice. Equation ( 14 14) and ( 16) are special cases of those imposed in Theorem 3.1 of Maller, Resnick & Shemehsavar (2022) (where an extra regularly varying function is allowed as a factor in ( 14) and ( 16), but we omit this). The conditions are such that 𝑀 𝑢 (𝑛) and 𝑀(𝑛) are in extreme domains of attraction; see (A10), (A11), and (A20) of the Appendix.…”
Section: Asymptotic Distribution Of the Test Statisticmentioning
confidence: 99%
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