Adaptive and minimax optimal estimation of the tail coefficient

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Adaptive and minimax optimal estimation of the tail coefficient

10 September 2013

Alexandra Carpentier

Arlene K. H. Kim

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Papers citing "Adaptive and minimax optimal estimation of the tail coefficient"

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Title
Tail Index Estimation for Discrete Heavy-Tailed Distributions Patrice Bertail Stephan Clémençon Carlos Fernández 77 0 0 07 Jul 2024
Heavy-Tailed Density Estimation S. Tokdar Sheng Jiang Erika L Cunningham 44 1 0 16 Nov 2022
On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile Yuya Sasaki Yulong Wang 53 0 0 11 Oct 2022
Stochastic bandits with arm-dependent delays Anne Gael Manegueu Claire Vernade Alexandra Carpentier Michal Valko 80 45 0 18 Jun 2020
Estimating minimum effect with outlier selection Alexandra Carpentier S. Delattre Étienne Roquain Nicolas Verzélen 81 9 0 21 Sep 2018
Max K-armed bandit: On the ExtremeHunter algorithm and beyond Mastane Achab Stephan Clémençon Aurélien Garivier Anne Sabourin Claire Vernade 133 60 0 27 Jul 2017
On Posterior Consistency of Tail Index for Bayesian Kernel Mixture Models Cheng Li Lizhen Lin David B. Dunson 147 4 0 09 Nov 2015
Simple regret for infinitely many armed bandits Alexandra Carpentier Michal Valko 244 89 0 18 May 2015
Tail index estimation, concentration and adaptivity S. Boucheron Maud Thomas 109 24 0 17 Mar 2015
About Adaptive Coding on Countable Alphabets: Max-Stable Envelope Classes S. Boucheron Elisabeth Gassiat Mesrob I. Ohannessian 80 13 0 25 Feb 2014
Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models Alexandra Carpentier Arlene K. H. Kim 137 4 0 10 Dec 2013