Robust and Smooth Estimation of the Extreme Tail Index via Weighted Minimum Density Power Divergence
Fuente:
arXiv
Saved in:
| Main Authors: | Mancer, Saida, Necir, Abdelhakim, Meraghni, Djamel |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Robust Tail Index Estimation under Random Censoring via Minimum Density Power Divergence
by: Guesmia, Nour Elhouda, et al.
Published: (2025)
by: Guesmia, Nour Elhouda, et al.
Published: (2025)
IAPO estimators in Exponentiated Frechet case
by: Jordanova, Pavlina, et al.
Published: (2025)
by: Jordanova, Pavlina, et al.
Published: (2025)
Where does the tail start? Inflection Points and Maximum Curvature as Boundaries
by: Cabral, Rafael, et al.
Published: (2024)
by: Cabral, Rafael, et al.
Published: (2024)
Measuring Extreme Tail Association
by: Das, Bikramjit, et al.
Published: (2026)
by: Das, Bikramjit, et al.
Published: (2026)
Adaptive Density Estimation Using Projection Kernels and Penalized Comparison to Overfitting
by: Hoang, Van Ha, et al.
Published: (2025)
by: Hoang, Van Ha, et al.
Published: (2025)
Robust Estimation in Finite Mixture Models
by: Lecestre, Alexandre
Published: (2021)
by: Lecestre, Alexandre
Published: (2021)
Single-index models for extreme value index regression
by: Yoshida, Takuma
Published: (2022)
by: Yoshida, Takuma
Published: (2022)
Asymptotic theory for extreme value generalized additive models
by: Yoshida, Takuma
Published: (2023)
by: Yoshida, Takuma
Published: (2023)
Estimating a regression function under possible heteroscedastic and heavy-tailed errors. Application to shape-restricted regression
by: Baraud, Yannick, et al.
Published: (2025)
by: Baraud, Yannick, et al.
Published: (2025)
Multiple Imputation Methods under Extreme Values
by: Brasil, Enzo Porto
Published: (2026)
by: Brasil, Enzo Porto
Published: (2026)
Asymptotic Behavior of Principal Component Projections for Multivariate Extremes
by: Drees, Holger
Published: (2025)
by: Drees, Holger
Published: (2025)
Granulometric Smoothing on Manifolds
by: Bolón, Diego, et al.
Published: (2024)
by: Bolón, Diego, et al.
Published: (2024)
Weak Signals and Heavy Tails: Learning Theory meets Extreme Value Analysis
by: Clémençon, Stephan, et al.
Published: (2025)
by: Clémençon, Stephan, et al.
Published: (2025)
Statistical Inference via T-Posterior Randomised Estimators
by: Baraud, Yannick
Published: (2026)
by: Baraud, Yannick
Published: (2026)
Sparse Anomaly Detection Across Referentials: A Rank-Based Higher Criticism Approach
by: Stoepker, Ivo V., et al.
Published: (2023)
by: Stoepker, Ivo V., et al.
Published: (2023)
Robust Nonparametric Two-Sample Tests via Mutual Information using Extended Bregman Divergence
by: Pyne, Arijit
Published: (2026)
by: Pyne, Arijit
Published: (2026)
Empirical tail dependence functions in high dimensions: uniform linearizations and inference
by: Bücher, Axel, et al.
Published: (2026)
by: Bücher, Axel, et al.
Published: (2026)
Average Marginal Effects in One-Step Partially Linear Instrumental Regressions
by: Girard, Lucas, et al.
Published: (2026)
by: Girard, Lucas, et al.
Published: (2026)
Discriminating Tail Behavior Using Halfspace Depths: Population and Empirical Perspectives
by: Singha, Sibsankar, et al.
Published: (2025)
by: Singha, Sibsankar, et al.
Published: (2025)
A Robust Persistent Homology : Trimming Approach
by: Mahato, Tuhin Subhra, et al.
Published: (2025)
by: Mahato, Tuhin Subhra, et al.
Published: (2025)
A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data
by: Gharbi, Rihab, et al.
Published: (2025)
by: Gharbi, Rihab, et al.
Published: (2025)
Semiparametric Bernstein-von Mises Phenomenon via Isotonized Posterior in Wicksell's problem
by: Gili, Francesco, et al.
Published: (2025)
by: Gili, Francesco, et al.
Published: (2025)
Estimating hazard rates from $δ$-records in discrete distributions
by: Alcalde, Martín, et al.
Published: (2025)
by: Alcalde, Martín, et al.
Published: (2025)
Predicting hazards of climate extremes: a statistical perspective
by: Pacifici, Carlotta, et al.
Published: (2025)
by: Pacifici, Carlotta, et al.
Published: (2025)
Insights into Tail-Based and Order Statistics
by: Almani, Hamidreza Maleki
Published: (2025)
by: Almani, Hamidreza Maleki
Published: (2025)
Adaptive estimation of the $\mathbb{L}_2$-norm of a probability density and related topics II. Upper bounds via the oracle approach
by: Cleanthous, Galatia, et al.
Published: (2024)
by: Cleanthous, Galatia, et al.
Published: (2024)
Minimax properties of gamma kernel density estimators under $L^p$ loss and $β$-Hölder smoothness of the target
by: Ouimet, Frédéric
Published: (2026)
by: Ouimet, Frédéric
Published: (2026)
Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables
by: Novo, Silvia, et al.
Published: (2024)
by: Novo, Silvia, et al.
Published: (2024)
Dirichlet kernel density estimation on the simplex with missing data
by: Daayeb, Hanen, et al.
Published: (2026)
by: Daayeb, Hanen, et al.
Published: (2026)
Adversarial Robust Low Rank Matrix Estimation: Compressed Sensing and Matrix Completion
by: Sasai, Takeyuki, et al.
Published: (2020)
by: Sasai, Takeyuki, et al.
Published: (2020)
Asymptotically efficient estimation under local constraint in Wicksell's problem
by: Gili, Francesco, et al.
Published: (2024)
by: Gili, Francesco, et al.
Published: (2024)
Nonparametric Regression for Random Unbiased Perturbations
by: Lyubarskaja, Anna, et al.
Published: (2025)
by: Lyubarskaja, Anna, et al.
Published: (2025)
Kernel Single-Index Bandits: Estimation, Inference, and Learning
by: Arya, Sakshi, et al.
Published: (2026)
by: Arya, Sakshi, et al.
Published: (2026)
Adaptive estimation of $\mathbb{L}_2$-norm of a probability density and related topics I. Lower bounds
by: Cleanthous, Galatia, et al.
Published: (2024)
by: Cleanthous, Galatia, et al.
Published: (2024)
Heavy-tailed Bayesian nonparametric adaptation
by: Agapiou, Sergios, et al.
Published: (2023)
by: Agapiou, Sergios, et al.
Published: (2023)
Transcendental Regularization of Finite Mixtures:Theoretical Guarantees and Practical Limitations
by: Fokoué, Ernest
Published: (2026)
by: Fokoué, Ernest
Published: (2026)
Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths
by: Somé, Sobom M., et al.
Published: (2022)
by: Somé, Sobom M., et al.
Published: (2022)
Nonparametric density estimation for stationary processes under multiplicative measurement errors
by: Dang, Duc Trong, et al.
Published: (2024)
by: Dang, Duc Trong, et al.
Published: (2024)
A two-sample test for symmetric positive definite matrix distributions using Wishart kernel density estimators
by: Ouimet, Frédéric
Published: (2026)
by: Ouimet, Frédéric
Published: (2026)
Functional Extreme-PLS
by: Girard, Stéphane, et al.
Published: (2024)
by: Girard, Stéphane, et al.
Published: (2024)
Similar Items
-
Robust Tail Index Estimation under Random Censoring via Minimum Density Power Divergence
by: Guesmia, Nour Elhouda, et al.
Published: (2025) -
IAPO estimators in Exponentiated Frechet case
by: Jordanova, Pavlina, et al.
Published: (2025) -
Where does the tail start? Inflection Points and Maximum Curvature as Boundaries
by: Cabral, Rafael, et al.
Published: (2024) -
Measuring Extreme Tail Association
by: Das, Bikramjit, et al.
Published: (2026) -
Adaptive Density Estimation Using Projection Kernels and Penalized Comparison to Overfitting
by: Hoang, Van Ha, et al.
Published: (2025)