On the estimation of the functional Weibull tail-coefficient
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- Modeling large claims in non-life insurance
- Non-parametric estimation of conditional quantiles
- Non-parametric estimation of extreme risk measures from conditional heavy-tailed distributions
- Nonparametric Estimation of the Transition Distribution Function of a Markov Process
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
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- On kernel smoothing for extremal quantile regression
- On the estimation of the Weibull tail coefficient
- Pitfalls in using Weibull tailed distributions
- Rate of uniform consistency for nonparametric estimates with functional variables
- Residual estimators
- Semiparametric lower bounds for tail index estimation
- The functional nonparametric model and applications to spectrometric data
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Cited in
(14)- A weighted mean excess function approach to the estimation of Weibull-type tails
- Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
- Extremal linear quantile regression with Weibull-type tails
- Tail dimension reduction for extreme quantile estimation
- Kernel regression with Weibull-type tails
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
- Extreme value estimation of the conditional risk premium in reinsurance
- An introduction to recent advances in high/infinite dimensional statistics
- Estimation of marginal excess moments for Weibull-type distributions
- Estimation of the conditional tail moment for Weibull-type distributions
- Nonparametric estimation of extreme conditional quantiles with functional covariate
- Generalized Kernel Estimators for the Weibull-Tail Coefficient
- Robust conditional Weibull-type estimation
- Nonparametric modelling for functional data: selected survey and tracks for future
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