Statistics of extremes by oracle estimation (Q939657)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Statistics of extremes by oracle estimation
scientific article

    Statements

    Statistics of extremes by oracle estimation (English)
    0 references
    0 references
    0 references
    0 references
    28 August 2008
    0 references
    0 references
    0 references
    0 references
    0 references
    nonparametric adaptive estimation
    0 references
    extreme values
    0 references
    Hill estimator
    0 references
    probabilities of rare events
    0 references
    high quantiles
    0 references
    0 references