Pages that link to "Item:Q2861818"
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The following pages link to Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818):
Displayed 9 items.
- 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)
- 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)
- 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)
- A weighted linear quantile regression (Q5220894) (← links)