EVIboost for the Estimation of Extreme Value Index under Heterogeneous Extremes
Fuente:
arXiv
Saved in:
| Main Authors: | Wang, Jiaxi, Hou, Yanxi, Li, Xingchi, Wang, Tiandong |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Tail Risk Equivalent Level Transition and Its Application for Estimating Extreme $L_p$-quantiles
by: Zhong, Qingzhao, et al.
Published: (2024)
by: Zhong, Qingzhao, et al.
Published: (2024)
Nonparametric Inference for Extreme CoVaR and CoES
by: Zhong, Qingzhao, et al.
Published: (2025)
by: Zhong, Qingzhao, et al.
Published: (2025)
Bootstrap-based Inference for Bivariate Heteroscedastic Extremes with a Changing Tail Copula
by: Hu, Yifan, et al.
Published: (2024)
by: Hu, Yifan, et al.
Published: (2024)
Perturbation-based Inference for Extreme Value Index
by: Tang, Yiwei, et al.
Published: (2025)
by: Tang, Yiwei, et al.
Published: (2025)
Structural Causal Models for Extremes: an Approach Based on Exponent Measures
by: Bai, Shuyang, et al.
Published: (2025)
by: Bai, Shuyang, et al.
Published: (2025)
Multi-Quantile Estimators for the parameters of Generalized Extreme Value distribution
by: Lin, Sen, et al.
Published: (2024)
by: Lin, Sen, et al.
Published: (2024)
Bayesian Mixture Models for Heterogeneous Extremes
by: Carcaiso, Viviana, et al.
Published: (2025)
by: Carcaiso, Viviana, et al.
Published: (2025)
Bayesian Parameter Estimation of Normal Distribution from Sample Mean and Extreme Values
by: Matsumoto, Tomoki
Published: (2024)
by: Matsumoto, Tomoki
Published: (2024)
Extreme Value Inference for CoVaR and Systemic Risk
by: Li, Xiaoting, et al.
Published: (2026)
by: Li, Xiaoting, et al.
Published: (2026)
Extrapolating into the Extremes with Minimum Distance Estimation
by: Boulin, Alexis, et al.
Published: (2025)
by: Boulin, Alexis, et al.
Published: (2025)
Tail-Calibrated Estimation of Extreme Quantile Treatment Effects
by: Li, Mengran, et al.
Published: (2026)
by: Li, Mengran, et al.
Published: (2026)
Estimations of Extreme CoVaR and CoES under Asymptotic Independence
by: Zhong, Qingzhao
Published: (2026)
by: Zhong, Qingzhao
Published: (2026)
Factorized Tail Volatility Model: Augmenting Excess-over-Threshold Method for High-Dimensional Hevay-Tailed Data
by: Hu, Yifan, et al.
Published: (2025)
by: Hu, Yifan, et al.
Published: (2025)
High-Dimensional Extreme Quantile Regression
by: Tang, Yiwei, et al.
Published: (2024)
by: Tang, Yiwei, et al.
Published: (2024)
Fast and Scalable Inference for Spatial Extreme Value Models
by: Chen, Meixi, et al.
Published: (2021)
by: Chen, Meixi, et al.
Published: (2021)
Assessing Extreme Risk using Stochastic Simulation of Extremes
by: Madhar, Nisrine, et al.
Published: (2024)
by: Madhar, Nisrine, et al.
Published: (2024)
Weighted Parameter Estimators of the Generalized Extreme Value Distribution in the Presence of Missing Observations
by: McVittie, James H., et al.
Published: (2025)
by: McVittie, James H., et al.
Published: (2025)
Multilayer Network Regression with Eigenvector Centrality and Community Structure
by: Han, Zhuoye, et al.
Published: (2023)
by: Han, Zhuoye, et al.
Published: (2023)
Inference on Extreme Quantiles of Unobserved Individual Heterogeneity
by: Morozov, Vladislav
Published: (2022)
by: Morozov, Vladislav
Published: (2022)
fastcpd: Fast Change Point Detection in R
by: Li, Xingchi, et al.
Published: (2024)
by: Li, Xingchi, et al.
Published: (2024)
The Estimation Risk in Extreme Systemic Risk Forecasts
by: Hoga, Yannick
Published: (2023)
by: Hoga, Yannick
Published: (2023)
Extrapolation in Statistical Learning with Extreme Value Theory
by: Engelke, Sebastian, et al.
Published: (2026)
by: Engelke, Sebastian, et al.
Published: (2026)
The Pairwise Matching Design is Optimal under Extreme Noise and Assignments
by: Azriel, David, et al.
Published: (2024)
by: Azriel, David, et al.
Published: (2024)
Wasserstein-based Minimax Estimation of Dependence in Multivariate Regularly Varying Extremes
by: Zhang, Xuhui, et al.
Published: (2023)
by: Zhang, Xuhui, et al.
Published: (2023)
Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals
by: Sasaki, Yuya, et al.
Published: (2024)
by: Sasaki, Yuya, et al.
Published: (2024)
Community Detection on Inhomogeneous Multilayer Networks with Extreme Sparsity
by: Shen, Tao, et al.
Published: (2026)
by: Shen, Tao, et al.
Published: (2026)
A Multilayer Probit Network Model for Community Detection with Dependent Edges and Layers
by: Shi, Dapeng, et al.
Published: (2026)
by: Shi, Dapeng, et al.
Published: (2026)
Extreme Treatment Effect: Extrapolating Dose-Response Function Into Extreme Treatment Domain
by: Bodik, Juraj
Published: (2024)
by: Bodik, Juraj
Published: (2024)
Bayesian Modelling of Nonstationary Extreme Values Using a Nonparametric Hawkes Process
by: Ross, Gordon J., et al.
Published: (2026)
by: Ross, Gordon J., et al.
Published: (2026)
Transformed Linear Prediction for Extremes
by: Lee, Jeongjin, et al.
Published: (2021)
by: Lee, Jeongjin, et al.
Published: (2021)
Statistics of Extremes for Neuroscience
by: Redondo, Paolo V., et al.
Published: (2024)
by: Redondo, Paolo V., et al.
Published: (2024)
Estimation of Treatment Effects in Extreme and Unobserved Data
by: Tan, Jiyuan, et al.
Published: (2025)
by: Tan, Jiyuan, et al.
Published: (2025)
Identification and Estimation of Heterogeneous Interference Effects under Unknown Network
by: Zhang, Yuhua, et al.
Published: (2025)
by: Zhang, Yuhua, et al.
Published: (2025)
On Asymptotic Outlier Rejection in Bayesian Mixed Poisson Regression Models Under Extreme Target and Covariate Values
by: Pia, Ilaria, et al.
Published: (2026)
by: Pia, Ilaria, et al.
Published: (2026)
Causal Discovery in Multivariate Extremes via Tail Asymmetry
by: Li, Mengran, et al.
Published: (2026)
by: Li, Mengran, et al.
Published: (2026)
Using Overlap Weights to Address Extreme Propensity Scores in Estimating Restricted Mean Counterfactual Survival Times
by: Cao, Zhiqiang, et al.
Published: (2023)
by: Cao, Zhiqiang, et al.
Published: (2023)
Extreme quantile regression with deep learning
by: Richards, Jordan, et al.
Published: (2024)
by: Richards, Jordan, et al.
Published: (2024)
Directional Dependence of Extreme Events
by: Garcin, Matthieu, et al.
Published: (2026)
by: Garcin, Matthieu, et al.
Published: (2026)
Estimating Extreme Wave Surges in the Presence of Missing Data
by: McVittie, James H., et al.
Published: (2025)
by: McVittie, James H., et al.
Published: (2025)
Impact of Global Warming on Extreme Rainfall in Taiwan
by: Lin, Cheng-Ching
Published: (2025)
by: Lin, Cheng-Ching
Published: (2025)
Similar Items
-
Tail Risk Equivalent Level Transition and Its Application for Estimating Extreme $L_p$-quantiles
by: Zhong, Qingzhao, et al.
Published: (2024) -
Nonparametric Inference for Extreme CoVaR and CoES
by: Zhong, Qingzhao, et al.
Published: (2025) -
Bootstrap-based Inference for Bivariate Heteroscedastic Extremes with a Changing Tail Copula
by: Hu, Yifan, et al.
Published: (2024) -
Perturbation-based Inference for Extreme Value Index
by: Tang, Yiwei, et al.
Published: (2025) -
Structural Causal Models for Extremes: an Approach Based on Exponent Measures
by: Bai, Shuyang, et al.
Published: (2025)