Automated selection of r in r-largest order statistics models: finite-sample performance and return-level inference
stat.ME, stat.CO
Submitted: 2026-02-27
Updated: 2026-10-22
Terminology
Related papers
- Doubly robust inference via calibration
- Bayesian Empirical Bayes: Simultaneous Inference from Probabilistic Symmetries
- Weak-Form Recovery of Stochastic Generators
- Optimal Watermark Localization in Mixed-Source Large Language Model Texts
- Optimized Conformal Selection: Powerful Selective Inference After Data-Dependent Score Construction
- Small area learning