A local moment type estimator for the extreme value index in regression with random covariates (Q2925558): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1002/cjs.11219
@@ Property / full work available at URL: https://doi.org/10.1002/cjs.11219 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1877317634
@@ Property / OpenAlex ID: W1877317634 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to statistical modeling of extreme values
+Normal rank
@@ Property / cites work @@
+On kernel smoothing for extremal quantile regression
+Normal rank
@@ Property / cites work @@
+Kernel estimators of extreme level curves
@@ Property / cites work: Kernel estimators of extreme level curves / rank @@
+Normal rank
@@ Property / cites work @@
+Q3486670
@@ Property / cites work: Q3486670 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4342744
@@ Property / cites work: Q4342744 / rank @@
+Normal rank
@@ Property / cites work @@
+A moment estimator for the index of an extreme-value distribution
+Normal rank
@@ Property / cites work @@
+Refined Pickands estimators of the extreme value index
+Normal rank
@@ Property / cites work @@
+Q3540680
@@ Property / cites work: Q3540680 / rank @@
+Normal rank
@@ Property / cites work @@
+Mixed moment estimator and location invariant alternatives
+Normal rank
@@ Property / cites work @@
+Nonparametric regression estimation of conditional tails: the random covariate case
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Parameter and Quantile Estimation for the Generalized Pareto Distribution
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+Estimating tails of probability distributions
@@ Property / cites work: Estimating tails of probability distributions / rank @@
+Normal rank
@@ Property / cites work @@
+A moment estimator for the conditional extreme-value index
+Normal rank
@@ Property / cites work @@
+Estimation of Extreme Conditional Quantiles Through Power Transformation
+Normal rank
@@ Property / cites work @@
+Tail Index Regression
@@ Property / cites work: Tail Index Regression / rank @@
+Normal rank