Kernel estimators of extreme level curves (Q1761527): Difference between revisions

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+A new class of semi-parametric estimators of the second order parameter.
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+Regression with response distributions of Pareto-type
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+Asymptotic normality of convergent estimates of conditional quantiles
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+Generalized Additive Modelling of Sample Extremes
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+Local Likelihood Smoothing of Sample Extremes
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+Q3486670
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+On the estimation of the extreme-value index and large quantile estimation
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+The empirical distribution function as a tail estimator
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+Q4343010
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+Q3580546
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+Q4831351
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+A moving window approach for nonparametric estimation of the conditional tail index
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+Functional nonparametric estimation of conditional extreme quantiles
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+Q5338521
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+Estimation of a support curve via order statistics
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+Extreme values and kernel estimates of point processes boundaries
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+Frontier estimation via kernel regression on high power-transformed data
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+Central limit theorems for smoothed extreme value estimates of Poisson point processes bound\-aries
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+Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
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+Q5485944
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+On the estimation of a support curve of indeterminate sharpness
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+Estimation of non-sharp support boundaries
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+A simple general approach to inference about the tail of a distribution
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+Minimax theory of image reconstruction
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+Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries
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+Statistical inference using extreme order statistics
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+Nonparametric Estimation of the Transition Distribution Function of a Markov Process
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+Non-parametric estimation of conditional quantiles
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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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+Consistent nonparametric regression. Discussion
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+Conditional empirical processes
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+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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