We consider bias-reduced estimation of the extreme value index in conditional Pareto-type models with random covariates when the response variable is subject to random right censoring. The bias-correction is obtained by fitting the extended Pareto distribution locally to the relative excesses over a high threshold using the maximum likelihood method. Convergence in probability and asymptotic normality of the estimators are established under suitable assumptions. The finite sample behaviour is illustrated with a simulation experiment and the method is applied to two real datasets.

中文翻译：

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带有随机右删失的条件Pareto型分布的偏差校正估计

当响应变量受到随机右删失时，我们考虑在条件Pareto类型的带有随机协变量的模型中对极值指数的偏倚减少估计。偏差校正是通过使用最大似然法将扩展的帕累托分布局部拟合到高阈值以上的相对超出量而获得的。估计量的概率和渐近正态性的收敛是在适当的假设下建立的。通过仿真实验说明了有限样本行为，并将该方法应用于两个真实数据集。