Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems

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

Bruce M. Hill · The Annals of Statistics · 1975 · 3.1K citations · Full text

Natural Sciences, Mathematics, Bayesian Data Analysis +15

Distribution Function Inequalities for Martingales

D. L. Burkholder · The Annals of Probability · 1973 · 828 citations · Full text

Natural Sciences, Mathematics, Probability Theory +12

On Some Simple Estimates of an Exponent of Regular Variation

Peter A. Hall · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1982 · 577 citations

Natural Sciences, Mathematics, Probability Theory +2

Kernel Estimates of the Tail Index of a Distribution

Sándor Csörgő, Paul Deheuvels, David V. Mason · The Annals of Statistics · 1985 · 292 citations · Full text

Natural Sciences, Mathematics, Econometrics +15

Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation

Peter Hall, J. S. Marron · Probability Theory and Related Fields · 1987 · 184 citations · Full text

Engineering, Biostatistics, Machine Learning +11