Pages that link to "Item:Q1807081"

The following pages link to Optimal rates of convergence for estimates of the extreme value index (Q1807081):

Displaying 23 items.

• Optimal rates of convergence in the Weibull model based on kernel-type estimators (Q419172) (← links)
• Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
• Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495) (← links)
• The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
• Tail index estimation, concentration and adaptivity (Q902214) (← links)
• Statistics of extremes by oracle estimation (Q939657) (← links)
• Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
• Truncated estimation of ratio statistics with application to heavy tail distributions (Q1631209) (← links)
• Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
• The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
• Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
• Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847) (← links)
• On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
• Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
• Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
• Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
• Integral functionals and the bootstrap for the tail empirical process (Q2688188) (← links)
• On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
• Abelian and Tauberian Theorems on the Bias of the Hill Estimator (Q4455912) (← links)
• Estimation of extreme survival probabilities with cox model (Q5384670) (← links)
• Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
• Optimal weighted pooling for inference about the tail index and extreme quantiles (Q6201851) (← links)
• Near-optimal estimation of the unseen under regularly varying tail populations (Q6635740) (← links)