Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478): Difference between revisions

@@ Property / author @@
-Feng Yang He
@@ Property / author: Feng Yang He / rank @@
-Normal rank
@@ Property / author @@
-Ye Bin Cheng
@@ Property / author: Ye Bin Cheng / rank @@
-Normal rank
@@ Property / author @@
-Tie Jun Tong
@@ Property / author: Tie Jun Tong / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6583300
@@ Property / zbMATH DE Number: 6583300 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+extreme value theory
@@ Property / zbMATH Keywords: extreme value theory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high conditional quantiles
@@ Property / zbMATH Keywords: high conditional quantiles / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hill estimator
@@ Property / zbMATH Keywords: Hill estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Pickands estimator
@@ Property / zbMATH Keywords: Pickands estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quantile regression
@@ Property / zbMATH Keywords: quantile regression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail index
@@ Property / zbMATH Keywords: tail index / rank @@
+Normal rank
@@ Property / author @@
+Feng Yang He
@@ Property / author: Feng Yang He / rank @@
+Normal rank
@@ Property / author @@
+Ye Bin Cheng
@@ Property / author: Ye Bin Cheng / rank @@
+Normal rank
@@ Property / author @@
+Tie Jun Tong
@@ Property / author: Tie Jun Tong / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jspi.2016.03.003
+Normal rank
@@ Property / OpenAlex ID @@
+W2313562342
@@ Property / OpenAlex ID: W2313562342 / rank @@
+Normal rank
@@ Property / cites work @@
+Extremal quantile regression
@@ Property / cites work: Extremal quantile regression / rank @@
+Normal rank
@@ Property / cites work @@
+Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
+Normal rank
@@ Property / cites work @@
+On kernel smoothing for extremal quantile regression
+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 @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional kernel estimators of large conditional quantiles
+Normal rank
@@ Property / cites work @@
+Functional nonparametric estimation of conditional extreme quantiles
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / 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
@@ links / mardi / name / links / mardi / name @@
+Publication:286478