Pages that link to "Item:Q2435253"
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The following pages link to On kernel smoothing for extremal quantile regression (Q2435253):
Displayed 24 items.
- An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
- 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)
- Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← links)
- Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
- Estimating the conditional extreme-value index under random right-censoring (Q901273) (← 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)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- Robust conditional Weibull-type estimation (Q2351695) (← links)
- Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach (Q2405904) (← links)
- Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
- On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles (Q2787230) (← 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)
- A local moment type estimator for an extreme quantile in regression with random covariates (Q2980063) (← links)
- RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES (Q4563748) (← links)