Estimation of tail probabilities by repeated augmented reality

DOI10.1007/S42519-020-00152-1zbMath1473.62100OpenAlexW3121892089MaRDI QIDQ2241522

Saumyadipta Pyne, Benjamin Kedem-Kimelfeld

Publication date: 9 November 2021

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-020-00152-1

zbMATH Keywords

upper boundsiterative processdensity ratio modelB-curverepeated out of sample fusionresidential Radon

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

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• A note on Monte Carlo maximization by the density ratio model
• Out-of-sample fusion in risk prediction
• On the block maxima method in extreme value theory: PWM estimators
• A goodness-of-fit test for logistic regression models based on case-control data
• Statistics of Extremes
• Semiparametric exponential families for heavy-tailed data

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