{"paper":{"title":"On the optimal prediction of extreme events","license":"http://creativecommons.org/licenses/by-sa/4.0/","headline":"","cross_cats":["stat.ME","stat.TH"],"primary_cat":"math.ST","authors_text":"Benjamin Bobbia, Stilian Stoev","submitted_at":"2026-06-24T18:12:02Z","abstract_excerpt":"The prediction of the extremely large values of a response variable $Y$ in terms of a vector of covariates $X=(X_i)_{i=1}^d$ is a fundamental problem arising in many scientific and engineering domains. The scarcity of data in the extremes makes the optimal solution of this problem of particular importance. The optimal predictors of such events can be explicitly characterized in just a few cases and it is of fundamental practical and theoretical interest to develop optimal estimators over large classes of models and predictors. In this work, the focus is on the case where $(Y,X)$ have a multiva"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2606.26270","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2606.26270/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}