Pages that link to "Item:Q2435253"

The following pages link to On kernel smoothing for extremal quantile regression (Q2435253):

Displaying 19 items.

• (Q5066201) (← links)
• Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
• Extreme value inference for quantile regression with varying coefficients (Q5079066) (← links)
• Extremal linear quantile regression with Weibull-type tails (Q5134480) (← links)
• Measuring firm performance using nonparametric quantile-type distances (Q5864459) (← links)
• Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
• Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
• Gradient boosting for extreme quantile regression (Q6144813) (← links)
• Generalized quantile and expectile properties for shape constrained nonparametric estimation (Q6168512) (← links)
• Statistical inference on a changing extreme value dependence structure (Q6183760) (← links)
• Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
• Better nonparametric confidence intervals via robust bias correction for quantile regression (Q6541783) (← links)
• Hypothesis testing for varying coefficient models in tail index regression (Q6581354) (← links)
• Testing the Multivariate Regular Variation Model (Q6617812) (← links)
• Fixed-<i>k</i> Inference for Conditional Extremal Quantiles (Q6620906) (← links)
• Cross-validation on extreme regions (Q6635935) (← links)
• Shrinkage for extreme partial least-squares (Q6643211) (← links)
• Online prediction of extreme conditional quantiles via B-spline interpolation (Q6657809) (← links)