Pages that link to "Item:Q2934818"

The following pages link to Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818):

Displaying 31 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)
• Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
• Extreme partial least-squares (Q2111063) (← links)
• The stochastic approximation method for recursive kernel estimation of the conditional extreme value index (Q2136049) (← links)
• Functional kernel estimation of the conditional extreme value index under random right censoring (Q2138238) (← 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)
• Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← 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)
• Tail index varying coefficient model (Q5022769) (← links)
• Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)
• Tail index partition-based rules extraction with application to tornado damage insurance (Q6174077) (← links)
• A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
• Statistical inference on a changing extreme value dependence structure (Q6183760) (← links)
• Hypothesis testing for varying coefficient models in tail index regression (Q6581354) (← links)
• Testing the Multivariate Regular Variation Model (Q6617812) (← links)
• Extremal Random Forests (Q6651413) (← links)