Adaptive and minimax optimal estimation of the tail coefficient

DOI10.5705/ss.2013.272zbMath1415.62029arXiv1309.2585OpenAlexW2964001076MaRDI QIDQ2950209

Alexandra Carpentier, Arlene K. H. Kim

Publication date: 8 October 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.2585

zbMATH Keywords

adaptive estimationextreme value indexPareto-type distributionsminimax optimal bounds

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

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