Pages that link to "Item:Q4366113"
From MaRDI portal
The following pages link to Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics (Q4366113):
Displaying 5 items.
- Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
- Semiparametric Tail Index Regression (Q6620834) (← links)
- Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes (Q6620881) (← links)
- Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models (Q6634893) (← links)
