Pages that link to "Item:Q2932770"

The following pages link to Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770):

Displaying 18 items.

• On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
• Kernel estimation of extreme regression risk measures (Q1697481) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
• Nonparametric estimation of conditional marginal excess moments (Q2101474) (← links)
• Extreme partial least-squares (Q2111063) (← links)
• ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
• Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
• Tail expectile process and risk assessment (Q2278671) (← links)
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
• Extreme value estimation of the conditional risk premium in reinsurance (Q2656989) (← links)
• Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
• Extremal quantile autoregression for heavy-tailed time series (Q2674515) (← links)
• (Q5066201) (← links)
• Extreme value inference for quantile regression with varying coefficients (Q5079066) (← links)
• How a probabilistic analogue of the mean value theorem yields stein-type covariance identities (Q5086995) (← links)
• Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
• Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)