Pages that link to "Item:Q957320"

The following pages link to A moving window approach for nonparametric estimation of the conditional tail index (Q957320):

Displaying 30 items.

• Kernel regression with Weibull-type tails (Q314591) (← links)
• A moment estimator for the conditional extreme-value index (Q367216) (← links)
• Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
• The dynamic power law model (Q482073) (← links)
• Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
• Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
• Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← links)
• Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
• Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
• Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
• Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
• Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
• Kernel estimators of extreme level curves (Q1761527) (← links)
• Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
• The stochastic approximation method for recursive kernel estimation of the conditional extreme value index (Q2136049) (← links)
• Functional kernel estimation of the conditional extreme value index under random right censoring (Q2138238) (← links)
• Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
• Dynamic tail inference with log-Laplace volatility (Q2191426) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
• Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
• A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
• Robust conditional Weibull-type estimation (Q2351695) (← links)
• On kernel smoothing for extremal quantile regression (Q2435253) (← links)
• On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles (Q2787230) (← links)
• Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
• Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← links)
• Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
• Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)