Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution [PDF]
AMS classifications: 62G20; 62G32;bias;exchange rate;heavy tails;peaks-over-threshold;regular variation;tail ...
Beirlant, J., Joossens, E., Segers, J.
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On adaptive Bayesian inference
, 2008 We study the rate of Bayesian consistency for hierarchical priors consisting of prior weights on a model index set and a prior on a density model for each choice of model index.
Xing, Yang
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Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator [PDF]
AMS classifications: 62G20, 62G32;asymptotic normality;confidence intervals;Edgeworth expansions;extreme value index;Hill estimator;regular variation;tail ...
Haeusler, E., Segers, J.
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General Weak Laws of Large Numbers for Bootstrap Sample Means [PDF]
AMS classifications: 60F05, 62G09; 62G20.Bootstrap sample mean;weak law of large numbers;convergence in probability;almost certain ...
Einmahl, J.H.J., Rosalsky, A.
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KARHUNEN-LOÈVE BASIS IN GOODNESS-OF-FIT TESTS DECOMPOSITION: AN EVALUATION [PDF]
In a previous paper (Grané and Fortiana 2006) we studied a flexible class of goodness-of-fit tests associated with an orthogonal sequence, the Karhunen-Loève decomposition of a stochastic process derived from the null hypothesis.
Aurea Grane, Josep Fortiana
core
The notion of breakdown point was introduced by Hampel (1968, 1971) and has since played an important role in the theory and practice of robust statistics.
Davies, P. Laurie, Gather, Ursula
core
Testing Linear Operator Constraints in Functional Response Regression with Incomplete Response Functions. [PDF]
Electron J Stat, 2023 Park Y, Han K, Simpson DG.
europepmc +1 more source
Kernel Estimation of Cumulative Residual Tsallis Entropy and Its Dynamic Version under ρ-Mixing Dependent Data. [PDF]
Entropy (Basel), 2021 Irshad MR +3 more
europepmc +1 more source
Rates of convergence for regression with the graph poly-Laplacian. [PDF]
Sampl Theory Signal Process Data Anal, 2023 Trillos NG, Murray R, Thorpe M.
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Kolmogorov Entropy for Convergence Rate in Incomplete Functional Time Series: Application to Percentile and Cumulative Estimation in High Dimensional Data. [PDF]
Entropy (Basel), 2023 Litimein O +4 more
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