Pages that link to "Item:Q2934818"
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The following pages link to Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818):
Displayed 18 items.
- Kernel regression with Weibull-type tails (Q314591) (← links)
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- The dynamic power law model (Q482073) (← links)
- Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← links)
- An estimator for the tail index of an integrated conditional Pareto-Weibull-type model (Q893950) (← links)
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
- Estimating the conditional extreme-value index under random right-censoring (Q901273) (← links)
- Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← 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)
- Robust conditional Weibull-type estimation (Q2351695) (← links)
- Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
- A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
- Weighted estimation of conditional mean function with truncated, censored and dependent data (Q4559352) (← links)
- RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES (Q4563748) (← links)