Pages that link to "Item:Q367216"

The following pages link to A moment estimator for the conditional extreme-value index (Q367216):

Displaying 22 items.

• Kernel regression with Weibull-type tails (Q314591) (← links)
• Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
• An estimator for the tail index of an integrated conditional Pareto-Weibull-type model (Q893950) (← links)
• Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← 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)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
• The stochastic approximation method for recursive kernel estimation of the conditional extreme value index (Q2136049) (← 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)
• A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
• A local moment type estimator for an extreme quantile in regression with random covariates (Q2980063) (← links)
• Tail index varying coefficient model (Q5022769) (← links)
• Extremile Regression (Q5881158) (← 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)
• Hypothesis testing for varying coefficient models in tail index regression (Q6581354) (← links)
• Testing the Multivariate Regular Variation Model (Q6617812) (← links)