| Publication | Date of Publication | Type |
|---|
Dimension reduction for the estimation of the conditional tail index
Scandinavian Journal of Statistics | 2025-08-20 | Paper |
Asymptotic confidence intervals for extreme quantiles in a maximum domain of attraction
Electronic Journal of Statistics | 2025-03-06 | Paper |
Nonparametric asymptotic confidence intervals for extreme quantiles
Scandinavian Journal of Statistics | 2023-10-11 | Paper |
On the estimation of the variability in the distribution tail
Test | 2022-02-10 | Paper |
Beyond tail median and conditional tail expectation: extreme risk estimation using tail \(L^p\)-optimization
Scandinavian Journal of Statistics | 2020-11-30 | Paper |
Estimation of extreme conditional quantiles under a general tail-first-order condition
Annals of the Institute of Statistical Mathematics | 2020-07-20 | Paper |
Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
Electronic Journal of Statistics | 2020-02-05 | Paper |
| An integrated functional Weissman estimator for conditional extreme quantiles | 2019-12-12 | Paper |
Tail dimension reduction for extreme quantile estimation
Extremes | 2018-04-16 | Paper |
Kernel estimation of extreme regression risk measures
Electronic Journal of Statistics | 2018-02-20 | Paper |
A mixture model for dimension reduction
Communications in Statistics: Theory and Methods | 2017-12-06 | Paper |
On the estimation of the functional Weibull tail-coefficient
Journal of Multivariate Analysis | 2016-04-15 | Paper |
A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes
Extremes | 2015-09-24 | Paper |
| scientific article; zbMATH DE number 6458338 (Why is no real title available?) | 2015-07-13 | Paper |
Estimating extreme quantiles under random truncation
Test | 2015-06-26 | Paper |
Erratum to: ``Estimating extreme quantiles under random truncation''
Test | 2015-06-26 | Paper |
| On the estimation of the second order parameter for heavy-tailed distributions | 2015-06-12 | Paper |
Nonparametric estimation of the conditional tail copula
Journal of Multivariate Analysis | 2015-06-12 | Paper |
Estimation of the conditional tail index using a smoothed local Hill estimator
Extremes | 2014-12-17 | Paper |
Non-parametric estimation of extreme risk measures from conditional heavy-tailed distributions
Scandinavian Journal of Statistics | 2014-12-09 | Paper |
On kernel smoothing for extremal quantile regression
Bernoulli | 2014-02-04 | Paper |
Functional kernel estimators of large conditional quantiles
Electronic Journal of Statistics | 2013-05-28 | Paper |
Functional kernel estimators of large conditional quantiles
Electronic Journal of Statistics | 2013-05-28 | Paper |
| Functional kernel estimators of conditional extreme quantiles | 2012-12-05 | Paper |
Kernel estimators of extreme level curves
Test | 2012-11-15 | Paper |
Estimation of extreme quantiles from heavy and light tailed distributions
Journal of Statistical Planning and Inference | 2012-08-30 | Paper |
Estimating the conditional tail index by integrating a kernel conditional quantile estimator
Journal of Statistical Planning and Inference | 2012-07-16 | Paper |
Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
Extremes | 2011-07-18 | Paper |
| Gaussian Regularized Sliced Inverse Regression | 2011-03-31 | Paper |
Weibull tail-distributions revisited: A new look at some tail estimators
Journal of Statistical Planning and Inference | 2010-10-22 | Paper |
Functional nonparametric estimation of conditional extreme quantiles
Journal of Multivariate Analysis | 2010-01-12 | Paper |
Bias-reduced estimators of the Weibull tail-coefficient
Test | 2009-05-27 | Paper |
A moving window approach for nonparametric estimation of the conditional tail index
Journal of Multivariate Analysis | 2008-11-27 | Paper |
A Note on Sliced Inverse Regression with Regularizations
Biometrics | 2008-10-15 | Paper |
Bias-reduced extreme quantile estimators of Weibull tail-distributions
Journal of Statistical Planning and Inference | 2008-03-11 | Paper |
Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
Journal of Statistical Planning and Inference | 2008-03-11 | Paper |
Comparison of Weibull tail-coefficient estimators
(available as arXiv preprint) | 2007-12-04 | Paper |
Asymptotic distribution of a Pickands-type estimator of the extreme-value index
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-08-01 | Paper |
Estimating Extreme Quantiles of Weibull Tail Distributions
Communications in Statistics: Theory and Methods | 2005-06-14 | Paper |
| scientific article; zbMATH DE number 2123866 (Why is no real title available?) | 2004-12-29 | Paper |
| A Pickands type estimator of the extreme value index | 2004-03-18 | Paper |
Double-thresholded estimator of extreme value index
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-09-26 | Paper |
