A Simple General Approach to Inference About the Tail of a Distribution

JOURNAL ARTICLE published 1 September 1975 in The Annals of Statistics

Authors: Bruce M. Hill

Tail Probabilities of Noncentral Quadratic Forms

JOURNAL ARTICLE published 1 July 1975 in The Annals of Statistics

Authors: Rudolf Beran

Multiscale inference about a density

JOURNAL ARTICLE published 1 August 2008 in The Annals of Statistics

Authors: Lutz Dümbgen | Günther Walther

Conditional inference about generalized linear mixed models

JOURNAL ARTICLE published 1 December 1999 in The Annals of Statistics

Authors: Jiming Jiang

On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations

JOURNAL ARTICLE published 1 April 2018 in The Annals of Statistics

Authors: Ningning Xia | Xinghua Zheng

Statistical Inference Using Extreme Order Statistics

JOURNAL ARTICLE published 1 January 1975 in The Annals of Statistics

Authors: James Pickands III

Inference about the Tail of a Distribution: Improvementon the Hill Estimator

JOURNAL ARTICLE published 2010 in International Journal of Mathematics and Mathematical Sciences

Authors: Jean Nuyts

One-Sided Inference about Functionals of a Density

JOURNAL ARTICLE published 1 December 1988 in The Annals of Statistics

Authors: David L. Donoho

A General Method for the Approximation of Tail Areas

JOURNAL ARTICLE published 1 March 1973 in The Annals of Statistics

Authors: D. F. Andrews

Simultaneous Confidence Bounds for the Tail of an Inverse Distribution Function

JOURNAL ARTICLE published 1 November 1980 in The Annals of Statistics

Authors: Charles H. Alexander

Partially observed information and inference about non-Gaussian mixed linear models

JOURNAL ARTICLE published 1 December 2005 in The Annals of Statistics

Authors: Jiming Jiang

Estimating a tail exponent by modelling departure from a Pareto distribution

JOURNAL ARTICLE published 1 April 1999 in The Annals of Statistics

Authors: Andrey Feuerverger | Peter Hall

Kernel Estimates of the Tail Index of a Distribution

JOURNAL ARTICLE published 1 September 1985 in The Annals of Statistics

Authors: Sandor Csorgo | Paul Deheuvels | David Mason

Note on the Tail Behavior of General Weighted Empirical Processes

JOURNAL ARTICLE published 1 June 1991 in The Annals of Statistics

Authors: Martien C. A. van Zuijlen

A general asymptotic scheme for inference under order restrictions

JOURNAL ARTICLE published 1 August 2006 in The Annals of Statistics

Authors: D. Anevski | O. Hössjer

Inference for the limiting cluster size distribution of extreme values

JOURNAL ARTICLE published 1 February 2009 in The Annals of Statistics

Authors: Christian Y. Robert

The Probability in the Tail of a Distribution

JOURNAL ARTICLE published March 1963 in The Annals of Mathematical Statistics

Authors: Melvin L. Katz

Distribution-Free Tolerance Intervals for Continuous Symmetrical Populations

JOURNAL ARTICLE published September 1962 in The Annals of Mathematical Statistics

Authors: John E. Walsh

On distribution-free inference for record-value data with trend

JOURNAL ARTICLE published 1 December 1996 in The Annals of Statistics

Authors: Andrey Feuerverger | Peter Hall

A simple general formula for tail probabilities for frequentist and Bayesian inference

JOURNAL ARTICLE published 1 June 1999 in Biometrika

Authors: D. Fraser