Nonparametric asymptotic confidence intervals for extreme quantiles
From MaRDI portal
Publication:6073426
DOI10.1111/sjos.12610OpenAlexW4286726674MaRDI QIDQ6073426
Samuel Maistre, Laurent Gardes
Publication date: 11 October 2023
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12610
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A direct approach to inference in nonparametric and semiparametric quantile models
- A simple general approach to inference about the tail of a distribution
- Optimal choice of sample fraction in extreme-value estimation
- The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
- On exponential representations of log-spacings of extreme order statistics
- A new class of semi-parametric estimators of the second order parameter.
- On the estimation of the variability in the distribution tail
- Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
- Ridge regression estimators for the extreme value index
- Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
- A resampling method based on pivotal estimating functions
- Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
- Statistics of Extremes
- Confidence intervals for extreme Pareto‐type quantiles
- Risk Theory
- Using a bootstrap method to choose the sample fraction in tail index estimation
This page was built for publication: Nonparametric asymptotic confidence intervals for extreme quantiles
