A moment estimator for the conditional extreme-value index (Q367216): Difference between revisions

@@ Property / author @@
-Gilles Stupfler
@@ Property / author: Gilles Stupfler / rank @@
-Normal rank
@@ Property / author @@
+Gilles Stupfler
@@ Property / author: Gilles Stupfler / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G30
@@ Property / Mathematics Subject Classification ID: 62G30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6211827
@@ Property / zbMATH DE Number: 6211827 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+extreme-value index
@@ Property / zbMATH Keywords: extreme-value index / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+moment estimator
@@ Property / zbMATH Keywords: moment estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random covariate
@@ Property / zbMATH Keywords: random covariate / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+consistency
@@ Property / zbMATH Keywords: consistency / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic normality
@@ Property / zbMATH Keywords: asymptotic normality / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work: Q2925453 / rank @@
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@@ Property / cites work @@
+Q3433264
@@ Property / cites work: Q3433264 / rank @@
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@@ Property / cites work @@
+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 @@
+Normal rank
@@ Property / cites work @@
+Frontier estimation and extreme value theory
@@ Property / cites work: Frontier estimation and extreme value theory / 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
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+Local Likelihood Smoothing of Sample Extremes
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+Normal rank
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+Q3486670
@@ Property / cites work: Q3486670 / rank @@
+Normal rank
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+A moment estimator for the index of an extreme-value distribution
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+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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+Functional kernel estimators of large conditional quantiles
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+Functional nonparametric estimation of conditional extreme quantiles
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+Estimation of the conditional tail index using a smoothed local Hill estimator
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Nonparametric regression estimation of conditional tails: the random covariate case
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+Q5485944
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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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+Statistical inference using extreme order statistics
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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 @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:367216