On the estimation of extreme tail probabilities

DOI10.1214/aos/1069362750zbMath0880.62036OpenAlexW2088346040MaRDI QIDQ1364752

Ishay Weissman, Hall, Peter

Publication date: 6 October 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1069362750

zbMATH Keywords

bootstraporder statisticssmoothingextreme valuesregular variationHill's estimatorPareto approximation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Nonparametric statistical resampling methods (62G09)

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