Cover Image

Smoothing the Conditional Value-at-Risk based Pickands Estimators

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Li, Yizhou, Polak, Pawel
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Asymptotic Normality of the Conditional Value-at-Risk based Pickands Estimator
by: Li, Yizhou, et al.
Published: (2024)

Maximum Ideal Likelihood Estimation: A Unified Inference Framework for Latent Variable Models
by: Cai, Yizhou, et al.
Published: (2024)

Sharp Debiasing for Smooth Functional Estimation in Banach Spaces
by: Chang, Woonyoung, et al.
Published: (2026)

The Exact Risks of Reference Panel-based Regularized Estimators
by: Su, Buxin, et al.
Published: (2024)

Empirical Bayes Estimation and Inference via Smooth Nonparametric Maximum Likelihood
by: Kim, Taehyun, et al.
Published: (2026)

Enhanced Rank-Based Correlation Estimation Using Smoothed Wilcoxon Rank Scores
by: Tasdan, Feridun, et al.
Published: (2025)

On the Estimation of bivariate Conditional Transition Rates
by: Bathke, Theis
Published: (2024)

Beyond Conditional Averages: Estimating The Individual Causal Effect Distribution
by: Post, Richard, et al.
Published: (2022)

The Bayesian optimal two-stage design for clinical phase II trials based on Bayes factors
by: Kelter, Riko, et al.
Published: (2025)

Inference on Variable Importance for Treatment Effect Heterogeneity: Shapley Values and Beyond
by: Morzywolek, Pawel, et al.
Published: (2025)

Kernel Smoothing for Bounded Copula Densities
by: Muia, Mathias N., et al.
Published: (2025)

Estimating Global Identifiability Using Conditional Mutual Information in a Bayesian Framework
by: Bhola, Sahil, et al.
Published: (2023)

Principled Estimation and Prediction with Competing Risks: a Bayesian Nonparametric Approach
by: Del Sole, Claudio, et al.
Published: (2026)

Asymptotic Expansion and Bounds for the Bias of Empirical Tail Value-at-Risk
by: Gribkova, Nadezhda, et al.
Published: (2026)

Statistical and Computational Efficiency for Smooth Tensor Estimation with Unknown Permutations
by: Lee, Chanwoo, et al.
Published: (2021)

Unbiased Risk Estimation in the Normal Means Problem via Coupled Bootstrap Techniques
by: Oliveira, Natalia L., et al.
Published: (2021)

A New Class of Asymptotically Distribution-Free Smooth Tests
by: Zhang, Xiangyu, et al.
Published: (2025)

Poisson Empirical Bayes via Gamma-Smoothed Nonparametric Maximum Likelihood
by: Kim, Taehyun
Published: (2026)

Inference on Optimal Policy Values and Other Irregular Functionals via Softmax Smoothing
by: Whitehouse, Justin, et al.
Published: (2025)

Effect-Wise Inference for Smoothing Spline ANOVA on Tensor-Product Sobolev Space
by: Cho, Youngjin, et al.
Published: (2026)

Propensity Score Augmentation in Matching-based Estimation of Causal Effects
by: Ulloa-Pérez, Ernesto, et al.
Published: (2024)

Robustness and Efficiency of Rosenbaum's Rank-based Estimator in Randomized Trials: A Design-based Perspective
by: Ghosh, Aditya, et al.
Published: (2021)

Wasserstein-based Minimax Estimation of Dependence in Multivariate Regularly Varying Extremes
by: Zhang, Xuhui, et al.
Published: (2023)

Linear Regression Using Principal Components from General Hilbert-Space-Valued Covariates
by: Li, Xinyi, et al.
Published: (2025)

Direct Doubly Robust Estimation of Conditional Quantile Contrasts
by: Givens, Josh, et al.
Published: (2026)

Estimating Signal-to-Noise Ratios for Multivariate High-dimensional Linear Models
by: Hu, Xiaohan, et al.
Published: (2025)

Conditional Extremes with Graphical Models
by: Farrell, Aiden, et al.
Published: (2024)

Refined Inference for Asymptotically Linear Estimators with Non-Negligible Second-Order Remainders
by: Li, Lin
Published: (2026)

Conditional Distributional Treatment Effects: Doubly Robust Estimation and Testing
by: Jain, Saksham, et al.
Published: (2026)

Optimal E-Values for Exponential Families: the Simple Case
by: Grünwald, Peter, et al.
Published: (2024)

Optimal Adjustment and Combination of Independent Discrete $p$-Values
by: Contador, Gonzalo, et al.
Published: (2025)

Variance Estimation for Weighted Average Treatment Effects
by: Li, Huiyue, et al.
Published: (2025)

Variance Inference Beyond the Sandwich for Asymptotically Linear Estimators with Second-Order Remainders
by: Li, Lin, et al.
Published: (2026)

Multiple Hypothesis Testing To Estimate The Number Of Communities in Stochastic Block Models
by: Jha, Chetkar, et al.
Published: (2025)

Deep Nonparametric Inference for Conditional Hazard Function
by: Su, Wen, et al.
Published: (2024)

Efficient High-Dimensional Conditional Independence Testing
by: Banerjee, Bilol
Published: (2025)

Pearson Chi-squared Conditional Randomization Test
by: Javanmard, Adel, et al.
Published: (2021)

Flexible Conformal Highest Predictive Conditional Density Sets
by: Sampson, Max, et al.
Published: (2024)

Posterior Robustness with Milder Conditions: Contamination Models Revisited
by: Hamura, Yasuyuki, et al.
Published: (2023)

A Ball Divergence Based Measure For Conditional Independence Testing
by: Banerjee, Bilol, et al.
Published: (2024)