Pages that link to "Item:Q2980063"
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The following pages link to A local moment type estimator for an extreme quantile in regression with random covariates (Q2980063):
Displaying 5 items.
- Estimation of extreme conditional quantiles under a general tail-first-order condition (Q778874) (← links)
- Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
- (Q5066201) (← links)
- Extreme value inference for quantile regression with varying coefficients (Q5079066) (← links)
- Extremile Regression (Q5881158) (← links)
