Pages that link to "Item:Q2925558"

The following pages link to A local moment type estimator for the extreme value index in regression with random covariates (Q2925558):

Displaying 15 items.

• Kernel regression with Weibull-type tails (Q314591) (← links)
• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
• Estimation of extreme conditional quantiles under a general tail-first-order condition (Q778874) (← links)
• Conditional marginal expected shortfall (Q826003) (← links)
• Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← 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)
• Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← 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)
• Improving precipitation forecasts using extreme quantile regression (Q2283052) (← 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)
• Tail index varying coefficient model (Q5022769) (← links)
• Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)