Pages that link to "Item:Q1761527"
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The following pages link to Kernel estimators of extreme level curves (Q1761527):
Displayed 10 items.
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
- Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- On kernel smoothing for extremal quantile regression (Q2435253) (← links)
- Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
- Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818) (← links)
- A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
- Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
- Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← links)