Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723): Difference between revisions

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+https://doi.org/10.1080/01621459.2012.716382
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+W2137922946
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@@ Property / cites work @@
+Nonparametric estimation of extreme conditional quantiles
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+Regression with response distributions of Pareto-type
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+Local polynomial maximum likelihood estimation for Pareto-type distributions.
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+Excess functions and estimation of the extreme-value index
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+Semi-parametric second-order reduced-bias high quantile estimation
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+Generalized Additive Modelling of Sample Extremes
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+Quantile and Probability Curves Without Crossing
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+Extremal quantile regression
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+On the estimation of the extreme-value index and large quantile estimation
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+Functional nonparametric estimation of conditional extreme quantiles
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+Estimating the conditional tail index by integrating a kernel conditional quantile estimator
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+Bivariate downscaling with asynchronous measurements
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+A simple general approach to inference about the tail of a distribution
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+On testing extreme value conditions
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+A note on L-estimates for linear models
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+Censored Regression Quantiles
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+Censored regression quantiles
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+Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory
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+Tail Index Regression
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+Improving extreme quantile estimation via a folding procedure
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+Composite quantile regression and the oracle model selection theory
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+Publication:4904723