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0808.0976
Cited By
Statistics of extremes by oracle estimation
7 August 2008
Ion Grama
V. Spokoiny
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Papers citing
"Statistics of extremes by oracle estimation"
6 / 6 papers shown
A modeler's guide to extreme value software
Léo R. Belzile
Christophe Dutang
P. Northrop
Thomas Opitz
177
23
0
16 May 2022
L
p
L_p
L
p
and almost sure convergence of estimation on heavy tail index under random censoring
Yunyi Zhang
Jiazheng Liu
Z. Pan
D. Politis
82
0
0
24 Aug 2018
Tail index estimation, concentration and adaptivity
S. Boucheron
Maud Thomas
284
26
0
17 Mar 2015
Adaptive and minimax optimal estimation of the tail coefficient
Alexandra Carpentier
Arlene K. H. Kim
285
17
0
10 Sep 2013
Adaptive function estimation in nonparametric regression with one-sided errors
M. Jirak
A. Meister
M. Reiß
361
35
0
28 May 2013
Multiscale local change point detection with applications to value-at-risk
V. Spokoiny
207
125
0
09 Jun 2009
1
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