Pages that link to "Item:Q1761527"

The following pages link to Kernel estimators of extreme level curves (Q1761527):

Displaying 50 items.

• On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
• Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles (Q274159) (← links)
• Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478) (← links)
• Kernel regression with Weibull-type tails (Q314591) (← links)
• 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)
• Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← links)
• Conditional marginal expected shortfall (Q826003) (← links)
• Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
• Estimating the conditional extreme-value index under random right-censoring (Q901273) (← links)
• Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
• Nonparametric estimation of extreme conditional quantiles with functional covariate (Q1633844) (← links)
• Kernel estimation of extreme regression risk measures (Q1697481) (← links)
• Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
• Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
• Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
• Local robust estimation of the Pickands dependence function (Q1991678) (← links)
• Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
• Nonparametric estimation of conditional marginal excess moments (Q2101474) (← links)
• Extreme partial least-squares (Q2111063) (← links)
• The stochastic approximation method for recursive kernel estimation of the conditional extreme value index (Q2136049) (← links)
• Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
• Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
• Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
• Improving precipitation forecasts using extreme quantile regression (Q2283052) (← links)
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
• A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
• Bias-corrected estimation for conditional Pareto-type distributions with random right censoring (Q2322840) (← links)
• Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
• Robust conditional Weibull-type estimation (Q2351695) (← links)
• Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
• On kernel smoothing for extremal quantile regression (Q2435253) (← links)
• Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
• Extreme value estimation of the conditional risk premium in reinsurance (Q2656989) (← links)
• Extremal quantile autoregression for heavy-tailed time series (Q2674515) (← 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)
• 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)
• A local moment type estimator for an extreme quantile in regression with random covariates (Q2980063) (← links)
• Tail index varying coefficient model (Q5022769) (← links)
• (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)
• Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)