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Statistics of extremes by oracle estimation - MaRDI portal

Statistics of extremes by oracle estimation (Q939657)

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Statistics of extremes by oracle estimation
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    title
    Statistics of extremes by oracle estimation (English)
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    DOI
    10.1214/07-AOS535
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    author
    Vladimir Spokoiny
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    I. G. Grama
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    publication date
    28 August 2008
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    Mathematics Subject Classification ID
    62G32
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    62G08
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    62G05
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    zbMATH DE Number
    5317191
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    zbMATH Keywords
    nonparametric adaptive estimation
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    extreme values
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    Hill estimator
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    probabilities of rare events
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    high quantiles
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    arXiv ID
    0808.0976
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