Pages that link to "Item:Q483516"

The following pages link to Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516):

Displaying 22 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)
• 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)
• Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← 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)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
• Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
• Dynamic tail inference with log-Laplace volatility (Q2191426) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
• Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates (Q2293722) (← links)
• A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
• Robust conditional Weibull-type estimation (Q2351695) (← links)
• A local moment type estimator for an extreme quantile in regression with random covariates (Q2980063) (← links)
• Tail index varying coefficient model (Q5022769) (← links)
• Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
• Tail index partition-based rules extraction with application to tornado damage insurance (Q6174077) (← links)