One commonly encountered problem in statistical analysis of extreme events is that very few data are available for inference. This issue is all the more important in multivariate problems that the dependence structure among extremes has to be inferred. In some cases, e.g. in environmental applications, it is sometimes possible to increase the sample size by taking into account historical or inc...

A doubly censoring scheme occurs when the lifetimes T being measured,from a well-known time origin, are exactly observed within a window [L, R] of observational time and are otherwise censored either from above (right-censored observations)or below (left-censored observations). Sample data consists on the pairs (U, δ)where U = min{R, max{T, L}} and δ indicates whether T is exactly observed (δ =...