Kernel estimation of extreme regression risk measures
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Cites work
- scientific article; zbMATH DE number 3651578 (Why is no real title available?)
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- scientific article; zbMATH DE number 3211300 (Why is no real title available?)
- scientific article; zbMATH DE number 5242364 (Why is no real title available?)
- A general estimator for the right endpoint with an application to supercentenarian women's records
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- Coherent measures of risk
- Conditional empirical processes
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
- Consistent nonparametric regression. Discussion
- Data Envelope Fitting with Constrained Polynomial Splines
- Efficient estimation of monotone boundaries
- Estimating the edge of a Poisson process by orthogonal series
- Estimation of non-sharp support boundaries
- Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
- Extreme value theory. An introduction.
- Extreme values and kernel estimates of point processes boundaries
- Frontier estimation and extreme value theory
- Frontier estimation via kernel regression on high power-transformed data
- Frontier estimation with kernel regression on high order moments
- Kernel estimators of extreme level curves
- Limiting distributions of linear programming estimators
- Minimax theory of image reconstruction
- NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
- Non-parametric estimation of conditional quantiles
- Non-parametric estimation of extreme risk measures from conditional heavy-tailed distributions
- Nonparametric frontier estimation: A robust approach.
- Nonparametric kernel regression estimation near endpoints.
- On Estimation of Monotone and Concave Frontier Functions
- On Estimation of a Probability Density Function and Mode
- On kernel smoothing for extremal quantile regression
- On polynomial estimators of frontiers and boundaries
- On the maximal life span of humans
- Reappraising Medfly Longevity
- Refined Pickands estimators of the extreme value index
- Remarks on Some Nonparametric Estimates of a Density Function
- Robust nonparametric estimators of monotone boundaries
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- Statistics of Extremes
- Tail conditional variance for elliptically contoured distributions
- \(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative
Cited in
(10)- Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions
- On the estimation of the variability in the distribution tail
- scientific article; zbMATH DE number 3938286 (Why is no real title available?)
- Reduced‐bias kernel estimators of a positive extreme value index
- Non-parametric estimation of extreme risk measures from conditional heavy-tailed distributions
- Nonparametric estimation of conditional marginal excess moments
- scientific article; zbMATH DE number 1932370 (Why is no real title available?)
- Estimation of extreme risk regions under multivariate regular variation
- scientific article; zbMATH DE number 4182611 (Why is no real title available?)
- Extreme value estimation of the conditional risk premium in reinsurance
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