Best attainable rates of convergence for estimates of parameters of regular variation

Cited in

(36)

Minimax risk bounds in extreme value theory
Near-optimal estimation of the unseen under regularly varying tail populations
Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models
Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach
Bootstrapping Extreme Value Estimators
Lower bounds to the accuracy of inference on heavy tails
Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data
Kernel-type estimators for the extreme value index
A tail estimator for the index of the stable paretian distribution^∗
On robust tail index estimation for linear long-memory processes
Estimation of extreme survival probabilities with Cox model
Optimal rates of convergence for estimates of the extreme value index
The method of moments ratio estimator for the tail shape parameter
When are intermediate processes of the same stochastic order?
Estimation of the tail parameter in the domain of attraction of an extremal distribution
Semiparametric lower bounds for tail index estimation
Empirical likelihood-based inference for the difference of two location parameters using smoothed M-estimators
The limiting distribution of extremal exchange rate returns
Adaptive semiparametric estimation of the memory parameter.
Asymptotically efficient estimation of the index of regular variation
A general class of estimators of the extreme value index
A horse race between the block maxima method and the peak-over-threshold approach
On the maximal life span of humans
On the impossibility of estimating densities in the extreme tail
Estimation of the survival probabilities by adjusting a Cox model to the tail
On posterior consistency of tail index for Bayesian kernel mixture models
Tail estimation of the stable index \(\alpha\)
Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles
On local uniformity for estimators and confidence limits
On tail parameter estimation in certain point process models
Statistical estimate of the proportional hazard premium of loss
Statistics of extremes by oracle estimation
Estimation of the memory parameter of the infinite-source Poisson process
Inference for heavy tailed distributions
Heavy-Tailed Density Estimation
Best attainable rates of convergence for estimators of the stable tail dependence function

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