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Tail index estimation, concentration and adaptivity

S. Boucheron 1 M. Thomas
1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires
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Journal articles
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https://hal.archives-ouvertes.fr/hal-01263286
Contributor : Serena Benassù <>
Submitted on : Wednesday, January 27, 2016 - 4:02:47 PM
Last modification on : Friday, March 27, 2020 - 4:00:16 AM

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  • HAL Id : hal-01263286, version 1

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S. Boucheron, M. Thomas. Tail index estimation, concentration and adaptivity. Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2015, 9 (2), pp.2751-2792. ⟨hal-01263286⟩

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