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1503.05077
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Tail index estimation, concentration and adaptivity
17 March 2015
S. Boucheron
Maud Thomas
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Papers citing
"Tail index estimation, concentration and adaptivity"
2 / 2 papers shown
Title
Adaptive and minimax optimal estimation of the tail coefficient
Alexandra Carpentier
Arlene K. H. Kim
71
17
0
10 Sep 2013
Statistics of extremes by oracle estimation
Ion Grama
V. Spokoiny
89
36
0
07 Aug 2008
1
