Pages that link to "Item:Q549644"

The following pages link to Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644):

Displaying 9 items.

• A note on tail dependence regression (Q391808) (← links)
• Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
• The dynamic power law model (Q482073) (← links)
• Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← 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)
• Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
• Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
• Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)