Tail index estimation, concentration and adaptivity
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Publication:902214
DOI10.1214/15-EJS1088zbMath1352.60025arXiv1503.05077OpenAlexW2137297314MaRDI QIDQ902214
Stéphane Boucheron, Maud Thomas
Publication date: 7 January 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.05077
Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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On posterior consistency of tail index for Bayesian kernel mixture models, Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data
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Cites Work
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