The SEVERITY Procedure


  • 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.

  • Dunn, P. K. and Smyth, G. K. (2005), Series Evaluation of Tweedie Exponential Dispersion Model Densities, Statistics and Computing, 15(4), 267–280.

  • Frydman, H. (1994), A Note on Nonparametric Estimation of the Distribution Function from Interval-Censored and Truncated Observations, Journal of Royal Statistical Society, Series B, 56(1), 71–74.

  • Gentleman, R. and Geyer, C. J. (1994), Maximum Likelihood for Interval Censored Data: Consistency and Computation, Biometrika, 81(3), 618–623.

  • Greenwood, M. (1926), The Natural Duration of Cancer, Reports of Public Health and Related Subjects, Her Majesty’s Stationery Office, 33m 1–26.

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

  • Jørgensen, B. (1987), Exponential Dispersion Models (with discussion), Journal of Royal Statistical Society, Series B, 49(2), 127–162.

  • 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.

  • Turnbull, B. W. (1976), The Empirical Distribution Function with Arbitrarily Grouped, Censored, and Truncated Data, Journal of Royal Statistical Society, Series B, 38, 290–295.

  • Tweedie, M. C. K. (1984), An Index Which Distinguishes between Some Important Exponential Families, Statistics: Applications and New Directions, Proceedings of the Indian Statistical Institute Golden Jubilee International Conference, J. K. Ghosh and J. Roy (Eds.), 579–604.