Pages that link to "Item:Q1950877"
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The following pages link to Functional kernel estimators of large conditional quantiles (Q1950877):
Displayed 9 items.
- Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478) (← links)
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← 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 copula (Q2348439) (← links)
- On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles (Q2787230) (← links)
- Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)