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Estimation de l’indice des valeurs extrêmes en présence des données censurées Étude de cas : Les durées de chômage en Algérie

ZOUADI Nihad , SAIDI Ghania

Abstract:
Extreme values are rare events with a low probability of occurrence since they are
much larger or smaller than those usually observed. Recently, Extreme Values Theory
(EVT) has received a lot of attention both theoretically and practically. And recently, there
has been interest in their application in the presence of censored data.
This problem was mentioned for the first time in 1997 in the book of Reiss and
Thomas, but it was actually addressed in 2007 by Beirlant et al. In this article, we are
interested in exploring the contribution of this theory in estimating the tail index of extreme
values.
Keywords: TVE, Censorship, Application, Estimation, Extreme Tail Index.
Jel Classification Codes: B23, C13, C15, C24, C55.