Optimal rates of convergence for estimates of the extreme value index (Q1807081): Difference between revisions

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-https://doi.org/10.1214/aos/1030563992
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-W1974480047
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@@ Property / full work available at URL @@
+https://doi.org/10.1214/aos/1030563992
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+W1974480047
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+Q4365234
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+Q4726487
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+Kernel estimates of the tail index of a distribution
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+Optimal choice of sample fraction in extreme-value estimation
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+A moment estimator for the index of an extreme-value distribution
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+On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
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+Parameter and Quantile Estimation for the Generalized Pareto Distribution
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+Statistical inference using extreme order statistics
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+Approximate distributions of order statistics. With applications to nonparametric statistics
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+Estimating tails of probability distributions
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