Using a bootstrap method to choose the sample fraction in tail index estimation
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- Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
Cited in
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- Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
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- A horse race between the block maxima method and the peak-over-threshold approach
- Choice of smoothing parameter in multivariate copula-based tail coefficients
- Adapting the Hill estimator to distributed inference: dealing with the bias
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- 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
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- A fine-tuned estimator of a general convergence rate
- Estimating the conditional tail expectation of randomly right-censored heavy-tailed data
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