Pages that link to "Item:Q1427526"

The following pages link to Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526):

Displaying 26 items.

• Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
• Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
• A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
• Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
• Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
• Bootstrap confidence bands for regression curves and their derivatives (Q1430913) (← links)
• From concentration profiles to concentration maps. New tools for the study of loss distributions (Q1697209) (← links)
• Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
• Cyber claim analysis using generalized Pareto regression trees with applications to insurance (Q2034155) (← links)
• Extreme partial least-squares (Q2111063) (← links)
• Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
• A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
• On kernel smoothing for extremal quantile regression (Q2435253) (← links)
• Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
• On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles (Q2787230) (← links)
• Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818) (← links)
• Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← links)
• Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648) (← links)
• Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
• Tail index varying coefficient model (Q5022769) (← links)
• (Q5066201) (← links)
• Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
• Efficient empirical Bayes estimates for risk parameters of Pareto distributions (Q5079891) (← links)
• Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)
• Generalized Pareto regression trees for extreme event analysis (Q6601112) (← links)
• Bayesian credibility model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance (Q6649319) (← links)