scientific article; zbMATH DE number 5211138

zbMath1122.62035MaRDI QIDQ5426793

I. G. Grama, Vladimir Spokoiny

Publication date: 13 November 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

extreme valuestail indexHill estimatororacle inequalitynonparametric adaptive estimationprobabilities of rare events

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (2)

Statistics of extremes by oracle estimation ⋮ Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles

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