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20202025
most citedTotal variation bound for Hadwiger's functional using Stein's method

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math.ST2023

On the Impact of Approximation Errors on Extreme Quantile Estimation with Applications to Functional Data Analysis

Jaakko Pere, Benny Avelin, Valentin Garino +2

We study the effect of approximation errors in assessing the extreme behavior of heavy-tailed random objects. We give conditions for the approximation error such that the standard…