Search results
From MaRDI portal
- Paper Conditional tail moment and reinsurance premium estimation under random right censoring 2024-06-18 Paper Dependent conditional tail expectation for...10 bytes (13 words) - 13:27, 7 December 2023
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index 2009-06-12 Paper Tail Index Estimation for Heavy-Tailed Models: Accommodation...10 bytes (15 words) - 12:50, 8 December 2023
- Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization 2020-11-30 Paper Priority statement and some properties...10 bytes (13 words) - 03:36, 9 December 2023
- Paper Estimation of the extreme-value index and generalized quantile plots 2006-11-06 Paper On univariate extreme value statistics and the estimation of reinsurance...10 bytes (13 words) - 15:13, 8 December 2023
- distributions 1993-04-01 Paper Limit theorems for tail processes with application to intermediate quantile estimation 1993-01-17 Paper Limit theorems for a general...10 bytes (17 words) - 23:55, 8 December 2023
- $\beta-$mixing time series in Hilbert space 2022-09-26 Paper Estimation and inference about tail features with tail censored data 2022-09-14 Paper Weak instrument inference...10 bytes (13 words) - 16:24, 6 October 2023
- approximation of tail dependence function 2008-09-10 Paper Parametric tail copula estimation and model testing 2008-06-11 Paper Nonparametric estimation of the dependence...10 bytes (13 words) - 16:29, 8 December 2023
- 2022-12-15 Paper Extremal quantile autoregression for heavy-tailed time series 2022-09-14 Paper Extreme Quantile Estimation Based on the Tail Single-index Model...10 bytes (15 words) - 16:52, 11 December 2023
- conditional tail expectation: Extreme risk estimation using tail Lp‐optimization 2020-11-30 Paper Estimation of extreme conditional quantiles under a general tail-first-order...10 bytes (13 words) - 02:30, 10 December 2023
- Flexible Mean and Dispersion Function Estimation in Extended Generalized Additive Models 2012-10-29 Paper Estimation of a conditional copula and association...10 bytes (14 words) - 15:36, 27 February 2024
- regression quantile process with possible application to risk analysis 2017-10-18 Paper Regression Quantile and Averaged Regression Quantile Processes 2017-07-18...10 bytes (14 words) - 13:27, 7 December 2023
- Paper Smoothed quantile regression with large-scale inference 2023-02-01 Paper Scalable estimation and inference for censored quantile regression process...10 bytes (13 words) - 09:28, 8 December 2023
- Paper Additive models for quantile regression: model selection and confidence bands 2011-10-25 Paper Conditional Quantile Estimation for Generalized Autoregressive...10 bytes (15 words) - 02:18, 10 December 2023
- likelihood estimation of elliptical tail 2025-01-03 Paper Bayesian causality test for integer-valued time series models with applications to climate and crime...10 bytes (13 words) - 12:03, 6 October 2023
- Parametric tail copula estimation and model testing 2008-06-11 Paper A class of distribution functions with less bias in extreme value estimation 2006-10-05...10 bytes (17 words) - 16:11, 8 December 2023
- iterated logarithm for tail empirical and quantile processes 1990-01-01 Paper Bahadur-Kiefer-type processes 1990-01-01 Paper Necessary and sufficient conditions...10 bytes (16 words) - 10:25, 8 December 2023
- Lasso-driven inference in time and space 2021-09-28 Paper FACTORISABLE MULTITASK QUANTILE REGRESSION 2021-09-10 Paper TERES: Tail Event Risk Expectile Shortfall...10 bytes (17 words) - 10:25, 8 December 2023
- linear regression and Bayesian quantile regression with big data and variable selection 2023-07-12 Paper Modile as a conservative tail risk measurer: the...10 bytes (13 words) - 13:55, 9 December 2023
- 2003-10-21 Paper Extreme quantile estimation for dependent data, with applications to finance 2003-08-01 Paper Weighted approximations of tail processes for \(\beta\)-mixing...10 bytes (14 words) - 13:52, 10 December 2023
- Paper Robust estimation of the conditional stable tail dependence function 2023-08-18 Paper Extreme-value based estimation of the conditional tail moment with...10 bytes (13 words) - 23:04, 9 December 2023
