Lower bounds to the accuracy of inference on heavy tails
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Publication:2448718
DOI10.3150/13-BEJ512zbMath1400.62103arXiv1403.3278MaRDI QIDQ2448718
Publication date: 5 May 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.3278
Minimax procedures in statistical decision theory (62C20) Statistics of extreme values; tail inference (62G32)
Related Items (3)
On posterior consistency of tail index for Bayesian kernel mixture models ⋮ Tail index estimation, concentration and adaptivity ⋮ Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models
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