Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Statistics of Extremes / rank
 
Normal rank
Property / cites work
 
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 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression with response distributions of Pareto-type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail index estimation and an exponential regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local Likelihood Smoothing of Sample Extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Penalized likelihood inference in extreme value analyses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local polynomial maximum likelihood estimation for Pareto-type distributions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Additive Modelling of Sample Extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A moving window approach for nonparametric estimation of the conditional tail index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail Index Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kernel estimators of extreme level curves / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference using extreme order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple general approach to inference about the tail of a distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-parametric estimation of the second order parameter in statistics of extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-parametric estimation for heavy tailed distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kernel estimators for the second order parameter in extreme value statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new class of estimators of a ``scale'' second order parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reduced-Bias Tail Index Estimators Under a Third-Order Framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Smooth Statistical Tail Functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4836494 / rank
 
Normal rank

Latest revision as of 11:05, 9 July 2024

scientific article
Language Label Description Also known as
English
Nonparametric regression estimation of conditional tails: the random covariate case
scientific article

    Statements

    Nonparametric regression estimation of conditional tails: the random covariate case (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    22 December 2014
    0 references
    tail index
    0 references
    Pareto-type distribution
    0 references
    regression
    0 references
    kernel statistic
    0 references
    bias-correction
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references