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The SEVERITY Procedure

References

D’Agostino, R. and Stephens, M. (1986), Goodness-of-Fit Techniques, New York: Marcel Dekker, Inc.

Danielsson, J., De Haan, L., Peng, L., and de Vries, C. G. (2001), "Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation," Journal of Multivariate Analysis, 76, 226–248.

Hill, B. M. (1975), "A Simple General Approach to Inference about the Tail of a Distribution," Annals of Statistics, 3(5), 1163–1174.

Kaplan, E. L. and Meier, P. (1958), "Nonparametric Estimation from Incomplete Observations," Journal of American Statistical Association, 53, 457–481.

Klein, J. P. and Moeschberger, M. L. (1997), Survival Analysis: Techniques for Censored and Truncated Data, New York: Springer-Verlag.

Klugman, S. A., Panjer, H. H., Willmot, G. E. (1998), Loss Models: From Data to Decisions, New York: John Wiley & Sons.

Koziol, J. A. and Green, S. B. (1976), "A Cramér-von-Mises Statistic for Randomly Censored Data," Biometrika, 63, 466–474.

Lai, T. L. and Ying, Z. (1991), "Estimating A Distribution Function with Truncated and Censored Data," Annals of Statistics, 19(1), 417–442.

Lynden-Bell, D. (1971), "A Method of Allowing for Known Observational Selection in Small Samples Applied to 3CR Quasars," Monthly Notices of the Royal Astronomical Society, 155, 95–118.


Note: This procedure is experimental.

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