Uniform in bandwidth consistency of kernel estimators of the tail index
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Publication:650736
DOI10.1007/S10687-009-0091-9zbMATH Open1329.62226OpenAlexW2083996396MaRDI QIDQ650736FDOQ650736
Publication date: 27 November 2011
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-009-0091-9
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Cites Work
- Weak convergence and empirical processes. With applications to statistics
- Statistics of Extremes
- Uniform in bandwidth consistency of kernel-type function estimators
- Adaptive estimates of parameters of regular variation
- A simple general approach to inference about the tail of a distribution
- A new class of semi-parametric estimators of the second order parameter.
- Title not available (Why is that?)
- A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
- Uniform in bandwidth consistency of conditional \(U\)-statistics
- Kernel estimates of the tail index of a distribution
- Uniform consistency of automatic and location-adaptive delta-sequence estimators
- Laws of large numbers for sums of extreme values
- On asymptotic normality of Hill's estimator for the exponent of regular variation
- Kernel-type estimators for the extreme value index
- Uniform in bandwidth consistency of kernel regression estimators at a fixed point
- Central limit theorems for sums of extreme values
- Statistics of extremes by oracle estimation
- Almost sure convergence of the Hill estimator
Cited In (5)
- 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
- On the almost sure topological limits of collections of local empirical processes at many different scales
- Weighted uniform consistency of kernel density estimators with general bandwidth sequences
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