Semiparametric lower bounds for tail index estimation (Q2581645): Difference between revisions

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+The mean residual life function at great age: Applications to tail estimation
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+Q4365234
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+Comparison of tail index estimators
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+On asymptotic normality of the hill estimator
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+A moment estimator for the index of an extreme-value distribution
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+Optimal rates of convergence for estimates of the extreme value index
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+Minimax risk bounds in extreme value theory
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+On testing the extreme value index via the POT-method
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+On asymptotic normality of Hill's estimator for the exponent of regular variation
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+Best attainable rates of convergence for estimates of parameters of regular variation
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+Adaptive estimates of parameters of regular variation
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+Estimation of distribution tails —a semiparametric approach
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+Local asymptotic normality in extreme value index estimation
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+Asymptotics in statistics: some basic concepts
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+Uniform rates of convergence in extreme-value theory
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+Asymptotically efficient estimation of the index of regular variation
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