Pages that link to "Item:Q2435253"
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The following pages link to On kernel smoothing for extremal quantile regression (Q2435253):
Displaying 50 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)
- Estimation of extreme conditional quantiles under a general tail-first-order condition (Q778874) (← links)
- Conditional marginal expected shortfall (Q826003) (← links)
- Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← 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)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
- Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← 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)
- Asymptotic analysis of portfolio diversification (Q2172054) (← 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)
- Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates (Q2293722) (← links)
- Trend detection for heteroscedastic extremes (Q2303026) (← links)
- Simultaneous confidence bands for extremal quantile regression with splines (Q2303027) (← 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)
- 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)
- 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)
- 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)
- Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
- Extremal linear quantile regression with Weibull-type tails (Q5134480) (← links)
- Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)
