Robust confidence bounds for extreme upper quantiles

DOI10.1080/00949659008811300MaRDI QIDQ3135425zbMATH OpenOpenAlexFDO

Authors Leo Breiman, Charles J. Stone, Charles Kooperberg

Publication date 7 October 1993

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659008811300

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Nonparametric robustness (62G35)

Cites work

• A simple general approach to inference about the tail of a distribution
• Adaptive estimates of parameters of regular variation
• Estimating tails of probability distributions
• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• Kernel estimates of the tail index of a distribution
• Statistical inference using extreme order statistics
• Tail estimates motivated by extreme value theory
• Theory and application of some classical and generalized asymptotic distributions of extreme values

Cited in

(20)

• A note on the asymptotic normality of the ET method for extreme quantile estimation.
• The mean residual life function at great age: Applications to tail estimation
• A study of logspline density estimation
• Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles
• Estimating the historical and future probabilities of large terrorist events
• Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
• Rejoinder of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
• Power-law distributions in binned empirical data
• Bias-reduced extreme quantile estimators of Weibull tail-distributions
• Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling
• Conditional logspline density estimation
• Estimating Extreme Quantiles of Weibull Tail Distributions
• On the existence and scaling of structure functions in turbulence according to the data
• Selected recollections of my relationship with Leo Breiman
• Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
• Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
• Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
• Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
• Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
• Regularization in statistics

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