Heavy-Tailed Density Estimation
From MaRDI portal
Publication:6153982
DOI10.1080/01621459.2022.2104727arXiv2211.09223OpenAlexW4286602767MaRDI QIDQ6153982
Unnamed Author, Surya T. Tokdar, Sheng Jiang
Publication date: 19 March 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2211.09223
regular variationsemiparametric estimationposterior contractiontail index estimationlogistic Gaussian processes
Cites Work
- Unnamed Item
- Unnamed Item
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles
- A semiparametric Bayesian approach to extreme value estimation
- Best attainable rates of convergence for estimates of parameters of regular variation
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- A flexible extreme value mixture model
- A moment estimator for the index of an extreme-value distribution
- Rates of contraction of posterior distributions based on Gaussian process priors
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
- On the consistency of Bayes estimates
- Adaptive estimates of parameters of regular variation
- Residual life time at great age
- Statistical inference using extreme order statistics
- A simple general approach to inference about the tail of a distribution
- Posterior consistency of Dirichlet mixtures in density estimation
- Optimal global rates of convergence for nonparametric regression
- A location invariant Hill-type estimator
- Robust Gaussian stochastic process emulation
- Parameter estimation of the generalized Pareto distribution. II
- Default priors for Gaussioan processes
- On posterior consistency of tail index for Bayesian kernel mixture models
- Posterior consistency of logistic Gaussian process priors in density estimation
- Accounting for the threshold uncertainity in extreme value estimation
- Frequentist validity of Bayesian limits
- Adaptive and minimax optimal estimation of the tail coefficient
- Gaussian Predictive Process Models for Large Spatial Data Sets
- The Logistic Normal Distribution for Bayesian, Nonparametric, Predictive Densities
- Towards a practicable Bayesian nonparametric density estimator
- Nonparametric Analysis of Univariate Heavy‐Tailed Data
- On Bayes procedures
- Fundamentals of Nonparametric Bayesian Inference
- Mathematical Analysis of Random Noise
This page was built for publication: Heavy-Tailed Density Estimation