Uniform in bandwidth consistency of kernel estimators of the tail index
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Cites work
- A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
- A new class of semi-parametric estimators of the second order parameter.
- A simple general approach to inference about the tail of a distribution
- Adaptive estimates of parameters of regular variation
- Almost sure convergence of the Hill estimator
- Central limit theorems for sums of extreme values
- Direct reduction of bias of the classical Hill estimator
- Kernel estimates of the tail index of a distribution
- Kernel-type estimators for the extreme value index
- Laws of large numbers for sums of extreme values
- On asymptotic normality of Hill's estimator for the exponent of regular variation
- Statistics of Extremes
- Statistics of extremes by oracle estimation
- Uniform consistency of automatic and location-adaptive delta-sequence estimators
- Uniform in bandwidth consistency of conditional \(U\)-statistics
- Uniform in bandwidth consistency of kernel regression estimators at a fixed point
- Uniform in bandwidth consistency of kernel-type function estimators
- Weak convergence and empirical processes. With applications to statistics
Cited in
(6)- On the almost sure topological limits of collections of local empirical processes at many different scales
- Uniform in bandwidth consistency for various kernel estimators involving functional data
- Kernel estimates of the tail index of a distribution
- Proving consistency of non-standard kernel estimators
- Tail index estimation with a fixed tuning parameter fraction
- Weighted uniform consistency of kernel density estimators with general bandwidth sequences
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