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On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile
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On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile

Yuya Sasaki
Yulong Wang
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Papers citing "On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile"

8 / 8 papers shown
Title
Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models
Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models
Andrii Babii
75
13
0
09 Nov 2016
Optimal inference in a class of regression models
Optimal inference in a class of regression models
Timothy B. Armstrong
M. Kolesár
404
126
0
19 Nov 2015
Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models
Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models
Alexandra Carpentier
Arlene K. H. Kim
135
4
0
10 Dec 2013
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
Honest and adaptive confidence sets in Lp
Honest and adaptive confidence sets in Lp
Alexandra Carpentier
90
14
0
25 Jun 2013
On asymptotically optimal confidence regions and tests for high-dimensional models
On asymptotically optimal confidence regions and tests for high-dimensional models
Sara van de Geer
Peter Buhlmann
Yaácov Ritov
Ruben Dezeure
216
1,131
0
03 Mar 2013
On adaptive inference and confidence bands
On adaptive inference and confidence bands
M. Hoffmann
Richard Nickl
115
82
0
23 Feb 2012
Adaptive confidence sets in L^2
Adaptive confidence sets in L^2
Adam D. Bull
Richard Nickl
115
48
0
23 Nov 2011

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