Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478): Difference between revisions
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Property / author | |||
Property / author: Feng Yang He / rank | |||
Property / author | |||
Property / author: Ye Bin Cheng / rank | |||
Property / author | |||
Property / author: Tie Jun Tong / rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6583300 / rank | |||
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Property / zbMATH Keywords | |||
extreme value theory | |||
Property / zbMATH Keywords: extreme value theory / rank | |||
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Property / zbMATH Keywords | |||
high conditional quantiles | |||
Property / zbMATH Keywords: high conditional quantiles / rank | |||
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Property / zbMATH Keywords | |||
Hill estimator | |||
Property / zbMATH Keywords: Hill estimator / rank | |||
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Property / zbMATH Keywords | |||
Pickands estimator | |||
Property / zbMATH Keywords: Pickands estimator / rank | |||
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Property / zbMATH Keywords | |||
quantile regression | |||
Property / zbMATH Keywords: quantile regression / rank | |||
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Property / zbMATH Keywords | |||
tail index | |||
Property / zbMATH Keywords: tail index / rank | |||
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Property / author | |||
Property / author: Feng Yang He / rank | |||
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Property / author | |||
Property / author: Ye Bin Cheng / rank | |||
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Property / author | |||
Property / author: Tie Jun Tong / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jspi.2016.03.003 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2313562342 / rank | |||
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Property / cites work | |||
Property / cites work: Extremal quantile regression / rank | |||
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Property / cites work | |||
Property / cites work: Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks / rank | |||
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Property / cites work: On kernel smoothing for extremal quantile regression / rank | |||
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Property / cites work: Kernel estimators of extreme level curves / rank | |||
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Property / cites work: Q5485944 / rank | |||
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Property / cites work: Functional kernel estimators of large conditional quantiles / rank | |||
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Property / cites work: Functional nonparametric estimation of conditional extreme quantiles / rank | |||
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Property / cites work: Q3771297 / rank | |||
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Property / cites work: Estimation of Extreme Conditional Quantiles Through Power Transformation / rank | |||
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Property / cites work: Estimation of High Conditional Quantiles for Heavy-Tailed Distributions / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 01:25, 12 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Estimation of high conditional quantiles using the Hill estimator of the tail index |
scientific article |
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Estimation of high conditional quantiles using the Hill estimator of the tail index (English)
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20 May 2016
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extreme value theory
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high conditional quantiles
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Hill estimator
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Pickands estimator
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quantile regression
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tail index
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