Image de couverture de livre

Perturbation-based Inference for Extreme Value Index

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Tang, Yiwei, Wang, Judy Huixia, Li, Deyuan
Format:	Preprint
Publié:	2025
Sujets:	Methodology
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

High-Dimensional Extreme Quantile Regression
par: Tang, Yiwei, et autres
Publié: (2024)

Distribution-Free Prediction Sets for Regression under Target Shift
par: Yi, Menghan, et autres
Publié: (2025)

EVIboost for the Estimation of Extreme Value Index under Heterogeneous Extremes
par: Wang, Jiaxi, et autres
Publié: (2022)

Extreme Value Inference for CoVaR and Systemic Risk
par: Li, Xiaoting, et autres
Publié: (2026)

Deep classifier kriging for probabilistic spatial prediction of air quality index
par: Chen, Junyu, et autres
Publié: (2025)

Fast and Scalable Inference for Spatial Extreme Value Models
par: Chen, Meixi, et autres
Publié: (2021)

CoVaR under Asymptotic Independence
par: Wang, Zhaowen, et autres
Publié: (2026)

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

Max-Linear Tail Regression
par: Chen, Liujun, et autres
Publié: (2025)

Bootstrap-based Inference for Bivariate Heteroscedastic Extremes with a Changing Tail Copula
par: Hu, Yifan, et autres
Publié: (2024)

Multi-Quantile Estimators for the parameters of Generalized Extreme Value distribution
par: Lin, Sen, et autres
Publié: (2024)

Nonparametric Inference for Extreme CoVaR and CoES
par: Zhong, Qingzhao, et autres
Publié: (2025)

Perturbed Double Machine Learning: Nonstandard Inference Beyond the Parametric Length
par: Zheng, Mengchu, et autres
Publié: (2025)

Bayesian Parameter Estimation of Normal Distribution from Sample Mean and Extreme Values
par: Matsumoto, Tomoki
Publié: (2024)

Automatic Inference for Value-Added Regressions
par: Xie, Tian
Publié: (2025)

Hyperbolic Latent Space Models for Network Embedding: Model Specification and Bayesian Inference
par: Gong, Yiwei, et autres
Publié: (2026)

Nonparametric Inference for Balance in Signed Networks
par: Chen, Xuyang, et autres
Publié: (2024)

Amortized Bayesian Inference for Spatio-Temporal Extremes: A Copula Factor Model with Autoregression
par: Pasquier, Carlos A., et autres
Publié: (2025)

Minimum Specification Perturbation: Robustness as Distance-to-Falsification in Causal Inference
par: Dang, Hoang, et autres
Publié: (2026)

Bayesian Modelling of Nonstationary Extreme Values Using a Nonparametric Hawkes Process
par: Ross, Gordon J., et autres
Publié: (2026)

Extrapolation in Statistical Learning with Extreme Value Theory
par: Engelke, Sebastian, et autres
Publié: (2026)

On Asymptotic Outlier Rejection in Bayesian Mixed Poisson Regression Models Under Extreme Target and Covariate Values
par: Pia, Ilaria, et autres
Publié: (2026)

Enterprise Profit Prediction Using Multiple Data Sources with Missing Values through Vertical Federated Learning
par: Tang, Huiyun, et autres
Publié: (2025)

Inference on Extreme Quantiles of Unobserved Individual Heterogeneity
par: Morozov, Vladislav
Publié: (2022)

Information Based Inference in Models with Set-Valued Predictions and Misspecification
par: Kaido, Hiroaki, et autres
Publié: (2024)

Quantile Mediation Analytics
par: Chen, Canyi, et autres
Publié: (2024)

Estimand-based Inference in Presence of Long-Term Survivors
par: Tai, Yi-Cheng, et autres
Publié: (2024)

Assessing Extreme Risk using Stochastic Simulation of Extremes
par: Madhar, Nisrine, et autres
Publié: (2024)

Predictive Subsampling for Scalable Inference in Networks
par: Kumar, Arpan, et autres
Publié: (2026)

Perturbation-Robust Predictive Modeling of Social Effects by Network Subspace Generalized Linear Models
par: Wang, Jianxiang, et autres
Publié: (2024)

Estimation and Inference in Ultrahigh Dimensional Partially Linear Single-Index Models
par: Cui, Shijie, et autres
Publié: (2024)

High-Dimensional Single-Index Models: Link Estimation and Marginal Inference
par: Sawaya, Kazuma, et autres
Publié: (2024)

Revealing the Truth: Calculating True Values in Causal Inference Simulation Studies via Gaussian Quadrature
par: Ocampo, Alex, et autres
Publié: (2026)

Conformal Inference For Missing Data under Multiple Robust Learning
par: Tang, Wenlu, et autres
Publié: (2025)

Spatial-Sign based High dimensional Change Point Inference
par: Liu, Jixuan, et autres
Publié: (2025)

Robust Bayesian Inference on Riemannian Submanifold
par: Tang, Rong, et autres
Publié: (2023)

Randomization-based Inference for MCP-Mod
par: Pin, Lukas, et autres
Publié: (2024)

Community Detection on Inhomogeneous Multilayer Networks with Extreme Sparsity
par: Shen, Tao, et autres
Publié: (2026)

Causal Discovery in Multivariate Extremes via Tail Asymmetry
par: Li, Mengran, et autres
Publié: (2026)

Tail-Calibrated Estimation of Extreme Quantile Treatment Effects
par: Li, Mengran, et autres
Publié: (2026)