Pages that link to "Item:Q1950877"

The following pages link to Functional kernel estimators of large conditional quantiles (Q1950877):

Displaying 21 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 extreme conditional quantiles with functional covariate (Q1633844) (← links)
• Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
• Extreme partial least-squares (Q2111063) (← links)
• Functional kernel estimation of the conditional extreme value index under random right censoring (Q2138238) (← links)
• Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
• A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
• Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
• Extreme value estimation of the conditional risk premium in reinsurance (Q2656989) (← 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)
• Nonparametric modelling for functional data: selected survey and tracks for future (Q4579996) (← links)
• Tail index varying coefficient model (Q5022769) (← links)
• Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
• Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)
• Tail index partition-based rules extraction with application to tornado damage insurance (Q6174077) (← links)