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Author

L. Henriques-Rodrigues

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Preprint Sep 2026

Long-Term Tail Modeling in Survival Analysis via Extended Generalized Pareto Distributions

We propose a class of extended generalized Pareto models for right-censored survival data, with particular emphasis on tail inference and long-term extrapolation. Our framework integrates extreme value theory and survival analysis, combining a generalized Pareto distribution with a flexible perturbation distribution on...

Eduardo Janotti, L. Henriques-Rodrigues, A. C. D. de Lima · 0 citations

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