Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818)
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scientific article; zbMATH DE number 6382056
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| English | Nonparametric regression estimation of conditional tails: the random covariate case |
scientific article; zbMATH DE number 6382056 |
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Nonparametric regression estimation of conditional tails: the random covariate case (English)
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22 December 2014
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tail index
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Pareto-type distribution
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regression
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kernel statistic
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bias-correction
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0.9134121537208556
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0.8791958689689636
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0.8615528345108032
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0.8605451583862305
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