Functional nonparametric estimation of conditional extreme quantiles (Q1049546): Difference between revisions

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+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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+Bias-reduced extreme quantile estimators of Weibull tail-distributions
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+Estimating Extreme Quantiles of Weibull Tail Distributions
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+On the estimation of the extreme-value index and large quantile estimation
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+Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
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+Regression with response distributions of Pareto-type
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+Local Likelihood Smoothing of Sample Extremes
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+Generalized Additive Modelling of Sample Extremes
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+Local polynomial maximum likelihood estimation for Pareto-type distributions.
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+A Note on Sliced Inverse Regression with Regularizations
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+Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
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+Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
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+Functional data analysis
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+Applied functional data analysis. Methods and case studies
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+Estimating some characteristics of the conditional distribution in nonparametric functional models
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+A moving window approach for nonparametric estimation of the conditional tail index
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+A note on the asymptotic behavior of conditional extremes
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