On the impossibility of estimating densities in the extreme tail
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Publication:1284587
DOI10.1016/S0167-7152(98)00246-6zbMATH Open0916.62031MaRDI QIDQ1284587FDOQ1284587
Authors: J. Beirlant, Luc Devroye 
Publication date: 31 May 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
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Cites Work
- Statistical inference using extreme order statistics
- Probability Inequalities for Sums of Bounded Random Variables
- A simple general approach to inference about the tail of a distribution
- Title not available (Why is that?)
- On estimating a density using Hellinger distance and some other strange facts
- Kernel estimates of the tail index of a distribution
- Second-order regular variation and rates of convergence in extreme-value theory
- On the estimation of the extreme-value index and large quantile estimation
- On the estimation of extreme tail probabilities
- Refined Pickands estimators of the extreme value index
- Best attainable rates of convergence for estimates of parameters of regular variation
- On arbitrarily slow rates of global convergence in density estimation
- Another proof of a slow convergence result of Birgé
Cited In (7)
- Nonparametric estimation of the coefficient of overlapping-theory and empirical application
- Impossibility of consistent estimation of the distribution function of a sample maximum
- On the use of the peaks over thresholds method for estimating out-of-sample quantiles.
- Nonexistence of consistent estimates in a density estimation problem
- On the controversy over tailweight of distributions.
- On consistent and rate optimal estimation of the missing mass
- Title not available (Why is that?)
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