Pages that link to "Item:Q1049546"

The following pages link to Functional nonparametric estimation of conditional extreme quantiles (Q1049546):

Displaying 29 items.

• Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478) (← links)
• A moment estimator for the conditional extreme-value index (Q367216) (← links)
• A note on tail dependence regression (Q391808) (← links)
• Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
• Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← 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)
• Nonparametric estimation of extreme conditional quantiles with functional covariate (Q1633844) (← links)
• Nonparametric depth and quantile regression for functional data (Q1715535) (← links)
• Kernel estimators of extreme level curves (Q1761527) (← links)
• Lower bound in regression for functional data by representation of small ball probabilities (Q1950878) (← links)
• Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
• The stochastic approximation method for recursive kernel estimation of the conditional extreme value index (Q2136049) (← links)
• Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
• Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
• Improving precipitation forecasts using extreme quantile regression (Q2283052) (← links)
• Robust conditional Weibull-type estimation (Q2351695) (← links)
• On kernel smoothing for extremal quantile regression (Q2435253) (← links)
• On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles (Q2787230) (← links)
• Estimation of Non-Crossing Quantile Regression Curves (Q2788940) (← links)
• Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818) (← links)
• Nonparametric modelling for functional data: selected survey and tracks for future (Q4579996) (← 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)
• (Q5066201) (← links)
• Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
• Extreme value inference for quantile regression with varying coefficients (Q5079066) (← links)
• Statistical inference on a changing extreme value dependence structure (Q6183760) (← links)