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Adaptive confidence intervals for the tail coefficient in a wide second
  order class of Pareto models
v1v2 (latest)

Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models

10 December 2013
Alexandra Carpentier
Arlene K. H. Kim
ArXiv (abs)PDFHTML

Papers citing "Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models"

2 / 2 papers shown
Title
Adaptive and minimax optimal estimation of the tail coefficient
Adaptive and minimax optimal estimation of the tail coefficient
Alexandra Carpentier
Arlene K. H. Kim
71
17
0
10 Sep 2013
On adaptive inference and confidence bands
On adaptive inference and confidence bands
M. Hoffmann
Richard Nickl
113
82
0
23 Feb 2012
1