Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.5705/ss.202020.0051
+Normal rank
@@ Property / OpenAlex ID @@
+W3175709607
@@ Property / OpenAlex ID: W3175709607 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
+Normal rank
@@ Property / cites work @@
+Regression with response distributions of Pareto-type
+Normal rank
@@ Property / cites work @@
+Local polynomial maximum likelihood estimation for Pareto-type distributions.
+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 @@
+Extremal quantile regression
@@ Property / cites work: Extremal quantile regression / 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 @@
+Q3486670
@@ Property / cites work: Q3486670 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3125064
@@ Property / cites work: Q3125064 / rank @@
+Normal rank
@@ Property / cites work @@
+Sliced inverse regression in reference curves estimation
+Normal rank
@@ Property / cites work @@
+Tail dimension reduction for extreme quantile estimation
+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 @@
+Functional nonparametric estimation of conditional extreme quantiles
+Normal rank
@@ Property / cites work @@
+Estimating the conditional tail index by integrating a kernel conditional quantile estimator
+Normal rank
@@ Property / cites work @@
+On almost linearity of low dimensional projections from high dimensional data
+Normal rank
@@ Property / cites work @@
+Optimal smoothing in single-index models
@@ Property / cites work: Optimal smoothing in single-index models / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for argmin processes: convexity arguments
+Normal rank
@@ Property / cites work @@
+A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
+Normal rank
@@ Property / cites work @@
+Q3413299
@@ Property / cites work: Q3413299 / rank @@
+Normal rank
@@ Property / cites work @@
+Sliced Inverse Regression for Dimension Reduction
@@ Property / cites work: Sliced Inverse Regression for Dimension Reduction / rank @@
+Normal rank
@@ Property / cites work @@
+Q4642510
@@ Property / cites work: Q4642510 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantiles for Counts
@@ Property / cites work: Quantiles for Counts / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric Estimation of Index Coefficients
@@ Property / cites work: Semiparametric Estimation of Index Coefficients / rank @@
+Normal rank
@@ Property / cites work @@
+Q5429809
@@ Property / cites work: Q5429809 / rank @@
+Normal rank
@@ Property / cites work @@
+The weighted empirical process of row independent random variables with arbitrary distribution functions
+Normal rank
@@ Property / cites work @@
+Tail Index Regression
@@ Property / cites work: Tail Index Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of Extreme Conditional Quantiles Through Power Transformation
+Normal rank
@@ Property / cites work @@
+Estimation of High Conditional Quantiles for Heavy-Tailed Distributions
+Normal rank
@@ Property / cites work @@
+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
+Normal rank
@@ Property / cites work @@
+Single-index quantile regression
@@ Property / cites work: Single-index quantile regression / rank @@
+Normal rank
@@ Property / cites work @@
+Regularized quantile regression and robust feature screening for single index models
+Normal rank