Pages that link to "Item:Q4904723"
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The following pages link to Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723):
Displayed 9 items.
- Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles (Q274159) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model (Q485704) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
- Estimation of Non-Crossing Quantile Regression Curves (Q2788940) (← links)
- Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818) (← links)
- Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
- Multilevel quantile function modeling with application to birth outcomes (Q3459953) (← links)