Pages that link to "Item:Q1848862"
From MaRDI portal
The following pages link to Minimax risk bounds in extreme value theory (Q1848862):
Displaying 16 items.
- Asymptotic equivalence of nonparametric autoregression and nonparametric regression (Q449943) (← links)
- Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495) (← links)
- Asymptotic statistical equivalence for scalar ergodic diffusions (Q816989) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- Minimax risk over hyperrectangles, and implications (Q918067) (← links)
- Maximum variation of total risk (Q1922253) (← links)
- On fixed-length confidence intervals for a bounded normal mean (Q1962137) (← links)
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
- Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
- Lower bounds to the accuracy of inference on heavy tails (Q2448718) (← links)
- Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
- (Q3809015) (← links)
- Estimating tail decay for stationary sequences via extreme values (Q4464172) (← links)
- On uniform confidence intervals for the tail index and the extreme quantile (Q6664639) (← links)
