A note on the asymptotic behavior of conditional extremes

DOI10.1016/0167-7152(94)00218-WzbMath0838.62015WikidataQ127349143 ScholiaQ127349143MaRDI QIDQ1907904

Ashis K. Gangopadhyay

Publication date: 11 March 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

order statistics; \(k\)-nearest neighbors; conditional extremes; induced order statistics

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G30: Order statistics; empirical distribution functions

Related Items

Estimation of extreme quantiles from heavy-tailed distributions with neural networks, Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels, A moving window approach for nonparametric estimation of the conditional tail index, Functional nonparametric estimation of conditional extreme quantiles, Functional kernel estimators of large conditional quantiles, Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions

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