Minimax risk bounds in extreme value theory
type: Item
instance of: scholarly article
title: Minimax risk bounds in extreme value theory
zbMATH Open document ID: 1029.62046
author: Holger Drees
published in: The Annals of Statistics
publication date: 2002-11-14T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G15
Mathematics Subject Classification ID: 62C20
zbMATH DE Number: 1829015
zbMATH Keywords: confidence intervals
zbMATH Keywords: convergence of experiments
zbMATH Keywords: extreme value index
zbMATH Keywords: Gaussian shift
zbMATH Keywords: local experiments
zbMATH Keywords: minimax affine estimators
zbMATH Keywords: white noise
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/996986509
OpenAlex ID: W2055289862
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DOI: 10.1214/AOS/996986509
description: scientific article; zbMATH DE number 1829015