The following pages link to Extremal quantile regression (Q2388357):
Displayed 50 items.
- Quantile calculus and censored regression (Q61126) (← links)
- Robust estimation and regression with parametric quantile functions (Q111833) (← links)
- Averaged extreme regression quantile (Q262533) (← links)
- Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles (Q274159) (← links)
- Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478) (← links)
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Nonparametric ``regression'' when errors are positioned at end-points (Q605015) (← links)
- Finite-sample distribution of regression quantiles (Q613188) (← links)
- Quantile regression for longitudinal data based on latent Markov subject-specific parameters (Q746190) (← links)
- Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
- Extremal quantile regressions for selection models and the black-white wage gap (Q1706453) (← links)
- Prediction of extremal precipitation by quantile regression forests: from SNU multiscale team (Q1792636) (← links)
- Extremal quantile treatment effects (Q1990599) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Estimation of spatio-temporal extreme distribution using a quantile factor model (Q2028577) (← links)
- Adjusted extreme conditional quantile autoregression with application to risk measurement (Q2039159) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- Regression-type analysis for multivariate extreme values (Q2093406) (← links)
- Extreme partial least-squares (Q2111063) (← links)
- An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- GMM quantile regression (Q2172015) (← links)
- Assessing wage status transition and stagnation using quantile transition regression (Q2179952) (← links)
- Bayesian quantile regression with mixed discrete and nonignorable missing covariates (Q2226698) (← links)
- Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
- Simultaneous confidence bands for extremal quantile regression with splines (Q2303027) (← links)
- Asymptotic theory of the adaptive sparse group Lasso (Q2304247) (← links)
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925) (← links)
- On kernel smoothing for extremal quantile regression (Q2435253) (← links)
- Frontier estimation in nonparametric location-scale models (Q2512614) (← links)
- Finite sample inference for quantile regression models (Q2630070) (← links)
- Extremal quantile autoregression for heavy-tailed time series (Q2674515) (← links)
- On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles (Q2787230) (← links)
- Estimation of Non-Crossing Quantile Regression Curves (Q2788940) (← links)
- Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818) (← links)
- Adaptively weighted kernel regression (Q2863054) (← links)
- Estimation in Nonparametric Regression with Non-Regular Errors (Q3585264) (← links)
- SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS (Q3632381) (← links)
- NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) (← links)
- Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
- FACTORISABLE MULTITASK QUANTILE REGRESSION (Q4959134) (← links)
- RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS (Q4979935) (← links)
- (Q4986363) (← links)
- Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
- (Q5066201) (← links)
- Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)