A note on the asymptotic behavior of conditional extremes

DOI10.1016/0167-7152(94)00218-WzbMATH Open0838.62015WikidataQ127349143 ScholiaQ127349143MaRDI QIDQ1907904FDOQ1907904

Authors: Ashis K. Gangopadhyay 

Publication date: 11 March 1996

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

• Extremes and related properties of random sequences and processes
• Convergence of sample paths of normalized sums of induced order statistics
• 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)

• Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
• Functional nonparametric estimation of conditional extreme quantiles
• A moving window approach for nonparametric estimation of the conditional tail index
• Functional kernel estimators of large conditional quantiles
• 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

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