Pages that link to "Item:Q2925558"
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The following pages link to A local moment type estimator for the extreme value index in regression with random covariates (Q2925558):
Displayed 10 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)
- 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)
- 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)