A note on the asymptotic behavior of conditional extremes
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Publication:1907904
DOI10.1016/0167-7152(94)00218-WzbMath0838.62015WikidataQ127349143 ScholiaQ127349143MaRDI QIDQ1907904
Publication date: 11 March 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)
Related Items
Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions, Estimation of extreme quantiles from heavy-tailed distributions with neural networks, Functional kernel estimators of large conditional quantiles, A moving window approach for nonparametric estimation of the conditional tail index, Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels, Functional nonparametric estimation of conditional extreme quantiles
Cites Work
- Kernel and nearest-neighbor estimation of a conditional quantile
- Extremes and related properties of random sequences and processes
- Weak convergence of \(k\)-NN density and regression estimators with varying \(k\) and applications
- Convergence of sample paths of normalized sums of induced order statistics