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

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-Gilles Stupfler
@@ Property / author: Gilles Stupfler / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10687-013-0174-5
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+W2052984113
@@ Property / OpenAlex ID: W2052984113 / rank @@
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@@ Property / cites work @@
+On exponential representations of log-spacings of extreme order statistics
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+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
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@@ 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 @@
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+Kernel estimators of extreme level curves
@@ Property / cites work: Kernel estimators of extreme level curves / rank @@
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+On kernel smoothing for extremal quantile regression
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+Local Likelihood Smoothing of Sample Extremes
@@ Property / cites work: Local Likelihood Smoothing of Sample Extremes / rank @@
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+Q3486670
@@ Property / cites work: Q3486670 / rank @@
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+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+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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+Optimal bandwidth selection in nonparametric regression function estimation
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+A simple general approach to inference about the tail of a distribution
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+Probability Inequalities for Sums of Bounded Random Variables
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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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+Tail Index Regression
@@ Property / cites work: Tail Index Regression / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:483516