Estimating conditional means with heavy tails (Q2406771): Difference between revisions

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+Weighted empirical and quantile processes
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+Q5485944
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+Local robust and asymptotically unbiased estimation of conditional Pareto-type tails
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+The bootstrap and Edgeworth expansion
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+Q4209827
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+Prediction and nonparametric estimation for time series with heavy tails
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+A simple general approach to inference about the tail of a distribution
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+Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts
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+Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
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+Bootstrap and empirical likelihood methods in extremes
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