Pages that link to "Item:Q627286"

The following pages link to Frontier estimation and extreme value theory (Q627286):

Displaying 21 items.

• Robustness and inference in nonparametric partial frontier modeling (Q58633) (← links)
• A moment estimator for the conditional extreme-value index (Q367216) (← links)
• Frontier estimation with kernel regression on high order moments (Q391532) (← links)
• Identification of mixture models using support variations (Q496146) (← links)
• Regularization of nonparametric frontier estimators (Q527943) (← links)
• Probabilistic characterization of directional distances and their robust versions (Q738127) (← links)
• Robust estimation in stochastic frontier models (Q1658542) (← links)
• Kernel estimation of extreme regression risk measures (Q1697481) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• The stochastic approximation method for recursive kernel estimation of the conditional extreme value index (Q2136049) (← links)
• GMM quantile regression (Q2172015) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
• Fast and efficient computation of directional distance estimators (Q2240228) (← links)
• Frontier estimation in the presence of measurement error with unknown variance (Q2343753) (← links)
• On kernel smoothing for extremal quantile regression (Q2435253) (← links)
• A \(\Gamma\)-moment approach to monotonic boundary estimation (Q2512526) (← links)
• Frontier estimation in nonparametric location-scale models (Q2512614) (← links)
• Nonparametric instrumental variables estimation for efficiency frontier (Q2635051) (← links)
• Large deviation properties for empirical quantile-type production functions (Q3396487) (← links)
• On Projection‐type Estimators of Multivariate Isotonic Functions (Q4923059) (← links)
• Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour (Q6064069) (← links)