Semiparametric exponential families for heavy-tailed data

DOI10.1093/biomet/asu065zbMath1452.62335arXiv1307.7830OpenAlexW2137010869MaRDI QIDQ5258437

William Fithian, Stefan Wager

Publication date: 26 June 2015

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.7830

zbMATH Keywords

semiparametric estimationexponential familyextreme value theory

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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