Image de couverture de livre

New stochastic comparisons based on tail values at risk

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Belzunce, Félix, Franco-Pereira, Alba M., Mulero, Julio
Format:	Preprint
Publié:	2024
Sujets:	Statistics Theory
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

On partial stochastic comparisons based on tail values at risk
par: Bello, Alfonso J., et autres
Publié: (2024)

On sums of dependent random lifetimes under the Time Transformed Exponential model
par: Navarro, Jorge, et autres
Publié: (2024)

A new stochastic dominance criterion for dependent random variables with applications
par: Belzunce, F., et autres
Publié: (2026)

Comparisons of coherent systems under the time-transformed exponential model
par: Navarro, Jorge, et autres
Publié: (2024)

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

Sufficient conditions for some transform orders based on the quantile density ratio
par: Arriaza, A., et autres
Publié: (2026)

Assessing dominance in survival functions: A test for right-censored data
par: Belzunce, Félix, et autres
Publié: (2025)

Sufficient Conditions for Some Stochastic Orders of Discrete Random Variables with Applications in Reliability
par: Belzunce, F., et autres
Publié: (2026)

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

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

Non-parametric cure models through extreme-value tail estimation
par: Beirlant, Jan, et autres
Publié: (2025)

E-values as statistical evidence: A comparison to Bayes factors, likelihoods, and p-values
par: Chugg, Ben, et autres
Publié: (2026)

Comparisons of policies based on relevation and replacement by a new one unit in reliability
par: Belzunce, et autres
Publié: (2026)

Evaluability of paired comparison data in stochastic paired comparison models: Necessary and sufficient condition
par: Gyarmati, László, et autres
Publié: (2025)

Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts
par: Olafsdottir, Helga Kristin, et autres
Publié: (2023)

Set-valued data analysis for interlaboratory comparisons
par: Petit, Sébastien, et autres
Publié: (2025)

On the tails of log-concave density estimators
par: Ryter, Didier B., et autres
Publié: (2024)

Improvements in the estimation of the Weibull tail coefficient -- a comparative study
par: Henriques-Rodrigues, Lígia, et autres
Publié: (2023)

Adaptive tail index estimation: minimal assumptions and non-asymptotic guarantees
par: Lederer, Johannes, et autres
Publié: (2025)

Winsorized mean estimation with heavy tails and adversarial contamination
par: Kock, Anders Bredahl, et autres
Publié: (2025)

Trend estimation for time series with polynomial-tailed noise
par: Neumann, Michael H., et autres
Publié: (2025)

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

Trends in tail dependence of heteroscedastic extremes
par: Einmahl, John H. J., et autres
Publié: (2026)

Elicitability and identifiability of tail risk measures
par: Fissler, Tobias, et autres
Publié: (2024)

Robust estimation for high-dimensional time series with heavy tails
par: Wang, Yu, et autres
Publié: (2024)

Heavy-tailed and Horseshoe priors for regression and sparse Besov rates
par: Agapiou, Sergios, et autres
Publié: (2025)

Non-asymptotic goodness-of-fit tests and model selection in valued stochastic blockmodels
par: Almendra-Hernández, Félix, et autres
Publié: (2025)

Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling
par: Vukovic, Manojlo, et autres
Publié: (2026)

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

Stable Phase Retrieval: Optimal Rates in Poisson and Heavy-tailed Models
par: Huang, Gao, et autres
Publié: (2025)

A GMM approach to estimate the roughness of stochastic volatility
par: Bolko, Anine E., et autres
Publié: (2020)

Asymptotic analysis of high-dimensional uniformity tests under heavy-tailed alternatives
par: Jiang, Tiefeng, et autres
Publié: (2025)

Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions
par: Di Noia, Antonio, et autres
Publié: (2022)

Deep neural expected shortfall regression with tail-robustness
par: Yu, Myeonghun, et autres
Publié: (2025)

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

Measuring multivariate maximal tail dependence
par: Koike, Takaaki, et autres
Publié: (2026)

Bayesian composite confidence interval for the tail index under randomly right-censored data
par: Ameraoui, Abdelkader, et autres
Publié: (2024)

Nelson-Aalen kernel estimator to the tail index of right censored Pareto-type data
par: Guesmia, Nour Elhouda, et autres
Publié: (2025)

Power comparison of sequential testing by betting procedures
par: Durand, Amaury, et autres
Publié: (2025)

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