Pages that link to "Item:Q2861818"

The following pages link to Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818):

Displaying 27 items.

• Robust estimation and regression with parametric quantile functions (Q111833) (← links)
• Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478) (← links)
• A nonparametric approach for quantile regression (Q724304) (← links)
• Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
• Estimation of spatio-temporal extreme distribution using a quantile factor model (Q2028577) (← links)
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
• GMM quantile regression (Q2172015) (← links)
• Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
• Improving precipitation forecasts using extreme quantile regression (Q2283052) (← links)
• A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
• Gumbel regression models for a monotone increasing continuous biomarker subject to measurement error (Q2317326) (← links)
• Bayesian joint-quantile regression (Q2667013) (← links)
• Extremal quantile autoregression for heavy-tailed time series (Q2674515) (← links)
• Depth level set estimation and associated risk measures (Q2681744) (← links)
• A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
• A two-stage procedure to pool information across quantile levels in linear quantile regression (Q4960727) (← links)
• Tail index varying coefficient model (Q5022769) (← links)
• Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
• A weighted linear quantile regression (Q5220894) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
• Nonparametric inference on smoothed quantile regression process (Q6111522) (← links)
• Panel quantile regression for extreme risk (Q6118720) (← links)
• Reprint: Hypothesis testing on high dimensional quantile regression (Q6150539) (← links)
• Hypothesis testing on high dimensional quantile regression (Q6152590) (← links)
• Statistical inference on a changing extreme value dependence structure (Q6183760) (← links)
• Copula-based conditional tail indices (Q6200942) (← links)
• Best subset selection for high-dimensional non-smooth models using iterative hard thresholding (Q6494641) (← links)