Pages that link to "Item:Q951893"
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The following pages link to Regression with response distributions of Pareto-type (Q951893):
Displayed 30 items.
- A note on tail dependence regression (Q391808) (← links)
- Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
- Bayesian inference for double Pareto lognormal queues (Q614174) (← links)
- Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling (Q782645) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
- Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
- Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
- On generalized log-Moyal distribution: a new heavy tailed size distribution (Q1742726) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- Cyber claim analysis using generalized Pareto regression trees with applications to insurance (Q2034155) (← links)
- A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631) (← links)
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
- A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
- Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model (Q2427835) (← links)
- A goodness-of-fit statistic for Pareto-type behaviour (Q2571221) (← links)
- Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818) (← links)
- Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← 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)
- Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
- ON MARINE LIABILITY PORTFOLIO MODELING (Q5213439) (← links)
- The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes (Q5221546) (← links)
- Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)
- (Q6087698) (← links)
- Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353) (← links)