IPO estimation of heaviness of the distribution beyond regularly varying tails
DOI10.1080/07362994.2019.1647786zbMath1443.62129OpenAlexW2973168626WikidataQ127292552 ScholiaQ127292552MaRDI QIDQ5206080
Milan Stehlík, Pavlina Jordanova
Publication date: 18 December 2019
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2019.1647786
simulationextreme quantilestail inferenceinverse probabilities for \(p\)-outside values estimation method, index of regular variationIPO estimationnonparametric estimation, point estimators
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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