Cover Image

On partial stochastic comparisons based on tail values at risk

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bello, Alfonso J., Mulero, Julio, Sordo, Miguel A., Suárez-Llorens, Alfonso
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

New stochastic comparisons based on tail values at risk
by: Belzunce, Félix, et al.
Published: (2024)

An easily verifiable dispersion order for discrete distributions
by: Eberl, Andreas, et al.
Published: (2025)

Stochastic comparisons, differential entropy and varentropy for distributions induced by probability density functions
by: Di Crescenzo, Antonio, et al.
Published: (2021)

On sums of dependent random lifetimes under the Time Transformed Exponential model
by: Navarro, Jorge, et al.
Published: (2024)

Comparisons of coherent systems under the time-transformed exponential model
by: Navarro, Jorge, et al.
Published: (2024)

Stochastic comparisons of record values based on their relative aging
by: Kayid, Mohamed
Published: (2024)

On tail inference in iid settings with nonnegative extreme value index
by: Moriyama, Taku
Published: (2024)

Heavy-tailed $p$-value combinations from the perspective of extreme value theory
by: Rho, Yeonwoo
Published: (2024)

Non-parametric cure models through extreme-value tail estimation
by: Beirlant, Jan, et al.
Published: (2025)

E-values as statistical evidence: A comparison to Bayes factors, likelihoods, and p-values
by: Chugg, Ben, et al.
Published: (2026)

Evaluability of paired comparison data in stochastic paired comparison models: Necessary and sufficient condition
by: Gyarmati, László, et al.
Published: (2025)

Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts
by: Olafsdottir, Helga Kristin, et al.
Published: (2023)

Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring
by: Flores-Silva, Daniela I., et al.
Published: (2025)

Set-valued data analysis for interlaboratory comparisons
by: Petit, Sébastien, et al.
Published: (2025)

Trends in tail dependence of heteroscedastic extremes
by: Einmahl, John H. J., et al.
Published: (2026)

On the tails of log-concave density estimators
by: Ryter, Didier B., et al.
Published: (2024)

Adaptive tail index estimation: minimal assumptions and non-asymptotic guarantees
by: Lederer, Johannes, et al.
Published: (2025)

A variance-based importance index for systems with dependent components
by: Arriaza, Antonio, et al.
Published: (2024)

Winsorized mean estimation with heavy tails and adversarial contamination
by: Kock, Anders Bredahl, et al.
Published: (2025)

Trend estimation for time series with polynomial-tailed noise
by: Neumann, Michael H., et al.
Published: (2025)

On tail dependence parameters for non-continuous and autocorrelated margins
by: Idowu, Victory
Published: (2025)

Elicitability and identifiability of tail risk measures
by: Fissler, Tobias, et al.
Published: (2024)

Robust estimation for high-dimensional time series with heavy tails
by: Wang, Yu, et al.
Published: (2024)

Heavy-tailed and Horseshoe priors for regression and sparse Besov rates
by: Agapiou, Sergios, et al.
Published: (2025)

Improvements in the estimation of the Weibull tail coefficient -- a comparative study
by: Henriques-Rodrigues, Lígia, et al.
Published: (2023)

Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling
by: Vukovic, Manojlo, et al.
Published: (2026)

Simple proof of robustness for Bayesian heavy-tailed linear regression models
by: Gagnon, Philippe
Published: (2025)

Stable Phase Retrieval: Optimal Rates in Poisson and Heavy-tailed Models
by: Huang, Gao, et al.
Published: (2025)

A GMM approach to estimate the roughness of stochastic volatility
by: Bolko, Anine E., et al.
Published: (2020)

Asymptotic analysis of high-dimensional uniformity tests under heavy-tailed alternatives
by: Jiang, Tiefeng, et al.
Published: (2025)

Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions
by: Di Noia, Antonio, et al.
Published: (2022)

Deep neural expected shortfall regression with tail-robustness
by: Yu, Myeonghun, et al.
Published: (2025)

Specification tests for normal/gamma and stable/gamma stochastic frontier models based on empirical transforms
by: Papadimitriou, Christos K., et al.
Published: (2022)

Measuring multivariate maximal tail dependence
by: Koike, Takaaki, et al.
Published: (2026)

Bayesian composite confidence interval for the tail index under randomly right-censored data
by: Ameraoui, Abdelkader, et al.
Published: (2024)

Nelson-Aalen kernel estimator to the tail index of right censored Pareto-type data
by: Guesmia, Nour Elhouda, et al.
Published: (2025)

Unidimensional factor models imply weaker partial correlations than zero-order correlations
by: van Bork, Riet, et al.
Published: (2016)

Power comparison of sequential testing by betting procedures
by: Durand, Amaury, et al.
Published: (2025)

Mathematics of statistical sequential decision-making: concentration, risk-awareness and modelling in stochastic bandits, with applications to bariatric surgery
by: Saux, Patrick
Published: (2024)

Non-parametric estimation of conditional quantiles for time series with heavy tails
by: Mathew, Deemat C, et al.
Published: (2024)