Tail inference using extreme U-statistics

DOI10.1214/23-ejs2129arXiv2203.08505OpenAlexW4365802257MaRDI QIDQ6158215

Johan Segers, Jochem Oorschot, Chen Zhou

Publication date: 31 May 2023

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.08505

zbMATH Keywords

extreme value indexgeneralized Pareto distributionU-statisticHájek projection

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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