The following pages link to Tail Index Regression (Q5254743):
Displaying 37 items.
- Kernel regression with Weibull-type tails (Q314591) (← links)
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← 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)
- Estimating the conditional extreme-value index under random right-censoring (Q901273) (← links)
- Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
- Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
- Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
- Regression-type analysis for multivariate extreme values (Q2093406) (← links)
- An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
- Improved inference on risk measures for univariate extremes (Q2170408) (← links)
- Asymptotic analysis of portfolio diversification (Q2172054) (← 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)
- Extremal quantile autoregression for heavy-tailed time series (Q2674515) (← links)
- Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818) (← links)
- A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
- Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
- Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← links)
- A local moment type estimator for an extreme quantile in regression with random covariates (Q2980063) (← links)
- Multilevel quantile function modeling with application to birth outcomes (Q3459953) (← links)
- Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648) (← links)
- Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
- Tail index varying coefficient model (Q5022769) (← links)
- Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
- Extreme values identification in regression using a peaks-over-threshold approach (Q5130174) (← links)
- Extremal linear quantile regression with Weibull-type tails (Q5134480) (← links)
- ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549) (← links)
- Extreme value index estimator using maximum likelihood and moment estimation (Q5739178) (← links)
- Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)
- Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353) (← links)
- Gradient boosting for extreme quantile regression (Q6144813) (← links)
- Tail index partition-based rules extraction with application to tornado damage insurance (Q6174077) (← links)
