Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516): Difference between revisions

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+On exponential representations of log-spacings of extreme order statistics
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+Statistics of Extremes
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+Generalized Additive Modelling of Sample Extremes
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+Kernel estimators of extreme level curves
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+On kernel smoothing for extremal quantile regression
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+Local Likelihood Smoothing of Sample Extremes
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+A moving window approach for nonparametric estimation of the conditional tail index
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+Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
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+Nonparametric regression estimation of conditional tails: the random covariate case
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+Tail Index Regression
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