Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory

DOI10.1051/ps/2011161OpenAlexW2117575832MaRDI QIDQ5408470

Elena Di Bernardino, Clémentine Prieur, Thomas Laloë, Véronique Maume-Deschamps

Publication date: 10 April 2014

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2011161

zbMATH Keywords

distribution functionlevel setsHausdorff distanceconditional tail expectationplug-in estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Probability distributions: general theory (60E05)

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