Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory

Author:

Di Bernardino Elena,Laloë Thomas,Maume-Deschamps Véronique,Prieur Clémentine

Publisher

EDP Sciences

Subject

Statistics and Probability

Reference33 articles.

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2. Baíllo A., Total error in a plug-in estimator of level sets.Statist. Probab. Lett.65(2003) 411–417.

3. Baíllo A., Cuesta-Albertos J.A. and Cuevas A., Convergence rates in nonparametric estimation of level sets.Statist. Probab. Lett.53(2001) 27–35.

4. Belzunce F., Castaño A., Olvera-Cervantes A. and Suárez-Llorens A., Quantile curves and dependence structure for bivariate distributions.Comput. Stat. Data Anal.51(2007) 5112–5129.

5. Biau G., Cadre B. and Pelletier B., A graph-based estimator of the number of clusters.ESAIM : PS11(2007) 272–280.

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