Kernel density estimation of circular data has recently received considerable attention for its ability to model and analyse distributions on unit circles and other periodic domains. Our aim is to contribute to the literature on data-driven bandwidth selectors in circular kernel density...

We offer a simple analysis of the problem of choosing a statistical experiment to optimize the induced distribution of posterior medians or, more generally, q-quantiles for any q ∈ (0,1). We show that a single experiment-the q-quantile matching experiment-implements all implementable...

We propose a robust semi-parametric framework for persistent time-varying extreme tail behavior, including extreme Value-at-Risk (VaR) and Expected Shortfall (ES). The framework builds on Extreme Value Theory and uses a conditional version of the Generalized Pareto Distribution (GPD) for...

Non-negative distributions are important tools in various fields. Given the importance of achieving a good fit, the literature offers hundreds of different models, from the very simple to the highly flexible. In this paper, we consider the power-Pareto model, which is defined by its quantile...