Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818): Difference between revisions

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+Nonparametric estimation of extreme conditional quantiles
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+Regression with response distributions of Pareto-type
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+Local polynomial maximum likelihood estimation for Pareto-type distributions.
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+Generalized Additive Modelling of Sample Extremes
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+Extremal quantile regression
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+Quantile and Probability Curves Without Crossing
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+Kernel estimators of extreme level curves
@@ Property / cites work: Kernel estimators of extreme level curves / rank @@
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+Local Likelihood Smoothing of Sample Extremes
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+Q5485944
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+Smooth quantile ratio estimation
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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 nonparametric estimation of conditional extreme quantiles
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+Estimating the conditional tail index by integrating a kernel conditional quantile estimator
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+A simple second-order reduced bias’ tail index estimator
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+A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator
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+A Lack-of-Fit Test for Quantile Regression
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+Normal rank
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+A simple general approach to inference about the tail of a distribution
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+Power Transformation Toward a Linear Regression Quantile
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+On extreme regression quantiles
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+Empirical likelihood and quantile regression in longitudinal data analysis
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+Box–Cox transformations and heavy-tailed distributions
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+Estimation of High Conditional Quantiles for Heavy-Tailed Distributions
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+Tail Index Regression
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+Estimation of the retransformed conditional mean in health care cost studies
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+Estimating the retransformed mean in a heteroscedastic two-part model
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+Bayesian empirical likelihood for quantile regression
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+Power-Transformed Linear Quantile Regression With Censored Data
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