Pages that link to "Item:Q794093"

The following pages link to Best attainable rates of convergence for estimates of parameters of regular variation (Q794093):

Displaying 34 items.

• Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495) (← links)
• Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
• Estimation of the survival probabilities by adjusting a Cox model to the tail (Q639604) (← links)
• Statistics of extremes by oracle estimation (Q939657) (← links)
• When are intermediate processes of the same stochastic order? (Q1096283) (← links)
• On the impossibility of estimating densities in the extreme tail (Q1284587) (← links)
• On tail parameter estimation in certain point process models (Q1361753) (← links)
• Inference for heavy tailed distributions (Q1378778) (← links)
• A general class of estimators of the extreme value index (Q1378783) (← links)
• Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910) (← links)
• Kernel-type estimators for the extreme value index (Q1430919) (← links)
• Optimal rates of convergence for estimates of the extreme value index (Q1807081) (← links)
• Minimax risk bounds in extreme value theory (Q1848862) (← links)
• Estimation of the tail parameter in the domain of attraction of an extremal distribution (Q1890873) (← links)
• Tail estimation of the stable index \(\alpha\) (Q1921190) (← links)
• Asymptotically efficient estimation of the index of regular variation (Q1922379) (← links)
• On local uniformity for estimators and confidence limits (Q1972158) (← links)
• Adaptive semiparametric estimation of the memory parameter. (Q1975523) (← links)
• Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Empirical likelihood-based inference for the difference of two location parameters using smoothed M-estimators (Q2322053) (← links)
• On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
• Lower bounds to the accuracy of inference on heavy tails (Q2448718) (← links)
• Estimation of the memory parameter of the infinite-source Poisson process (Q2465274) (← 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)
• On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
• Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
• A tail estimator for the index of the stable paretian distribution^∗ (Q3842928) (← links)
• The limiting distribution of extremal exchange rate returns (Q3984289) (← links)
• The method of moments ratio estimator for the tail shape parameter (Q4337152) (← links)
• On the maximal life span of humans (Q4353431) (← links)
• Estimation of extreme survival probabilities with cox model (Q5384670) (← links)
• Near-optimal estimation of the unseen under regularly varying tail populations (Q6635740) (← links)