Pages that link to "Item:Q1744176"
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The following pages link to Tail dimension reduction for extreme quantile estimation (Q1744176):
Displaying 11 items.
- Conditional marginal expected shortfall (Q826003) (← links)
- Principal component analysis for multivariate extremes (Q2044326) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- Extreme partial least-squares (Q2111063) (← links)
- Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates (Q2293722) (← links)
- A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
- Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
- Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
- Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)
- Tail inverse regression: dimension reduction for prediction of extremes (Q6137714) (← links)
- Gradient boosting for extreme quantile regression (Q6144813) (← links)
