A note on the asymptotic behavior of conditional extremes

DOI10.1016/0167-7152(94)00218-WMaRDI QIDQ1907904zbMATH OpenWikidataFDO

Authors Ashis K. Gangopadhyay

Publication date 11 March 1996

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

Full work available at URL https://doi.org/10.1016/0167-7152(94)00218-W

zbMATH Keywords

\(k\)-nearest neighborsconditional extremesinduced order statisticsorder statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

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Cites work

• Convergence of sample paths of normalized sums of induced order statistics
• Extremes and related properties of random sequences and processes
• Kernel and nearest-neighbor estimation of a conditional quantile
• Weak convergence of k-NN density and regression estimators with varying k and applications

Cited in

(6)

• 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
• Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks
• A moving window approach for nonparametric estimation of the conditional tail index

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