On the impossibility of estimating densities in the extreme tail
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference13 articles.
1. On estimating a density using Hellinger distance and some other strange facts;Birgé;Probab. Theory Related Fields,1986
2. Kernel estimates of the tail index of a distribution;Csörgö;Ann. Statist.,1985
3. On the estimation of the extreme-value index and large quantile estimation;Dekkers;Ann. Statist.,1989
4. Second-order regular variation and rates of convergence in extreme-value theory;de Haan;Ann. Probab.,1996
5. On arbitrarily slow rates of global convergence in density estimation;Devroye;Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete,1983
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