Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516): 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/10.1007/s10687-013-0174-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2052984113
@@ Property / OpenAlex ID: W2052984113 / rank @@
+Normal rank
@@ Property / cites work @@
+On exponential representations of log-spacings of extreme order statistics
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Additive Modelling of Sample Extremes
@@ Property / cites work: Generalized Additive Modelling of Sample Extremes / rank @@
+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 @@
+On kernel smoothing for extremal quantile regression
+Normal rank
@@ Property / cites work @@
+Local Likelihood Smoothing of Sample Extremes
@@ Property / cites work: Local Likelihood Smoothing of Sample Extremes / 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 @@
+A moving window approach for nonparametric estimation of the conditional tail index
+Normal rank
@@ Property / cites work @@
+Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
+Normal rank
@@ Property / cites work @@
+Nonparametric regression estimation of conditional tails: the random covariate case
+Normal rank
@@ Property / cites work @@
+Optimal bandwidth selection in nonparametric regression function estimation
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Probability Inequalities for Sums of Bounded Random Variables
+Normal rank
@@ Property / cites work @@
+Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
+Normal rank
@@ Property / cites work @@
+Tail Index Regression
@@ Property / cites work: Tail Index Regression / rank @@
+Normal rank