Nonlinear aggregation of conditional extreme-value index estimators

Rao Salim (1)

1 Department of Information Technology [Howrah]

When an extreme phenomena depends on a covariate, one has to deal with Conditional Extreme Value Analysis. In this paper, we propose a nonlinear aggregation technique to estimate the conditional extreme-value index.

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Rao Salim. Nonlinear aggregation of conditional extreme-value index estimators. 2013, http://jpanps.altervista.org/. ⟨hal-00776108⟩