Local Likelihood Smoothing of Sample Extremes

From MaRDI portal
Publication:4943415

DOI10.1111/1467-9868.00228zbMath0942.62058OpenAlexW1983608423MaRDI QIDQ4943415

N. I. Ramesh, Anthony C. Davison

Publication date: 7 June 2000

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00228



Related Items

Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles, Geoadditive modeling for extreme rainfall data, Nonparametric estimation of extreme conditional quantiles with functional covariate, Penalized likelihood inference in extreme value analyses, Unnamed Item, A moment estimator for the conditional extreme-value index, Nonparametric regression estimation of conditional tails: the random covariate case, Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions, A note on tail dependence regression, Geostatistics of extremes, Trends in Extreme Value Indices, Varying coefficient frailty models with applications in single molecular experiments, Empirical likelihood based inference for conditional Pareto-type tail index, Estimating the conditional tail index by integrating a kernel conditional quantile estimator, On kernel smoothing for extremal quantile regression, Functional kernel estimators of large conditional quantiles, Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes, Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model, Local polynomial maximum likelihood estimation for Pareto-type distributions., Bootstrap confidence bands for regression curves and their derivatives, Estimation of the conditional tail index using a smoothed local Hill estimator, Accounting for the threshold uncertainity in extreme value estimation, Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles, A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes, Uniform asymptotic properties of a nonparametric regression estimator of conditional tails, Tail dimension reduction for extreme quantile estimation, LOCAL ESTIMATION OF DYNAMIC COPULA MODELS, Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index, Mixed model-based additive models for sample extremes, A moving window approach for nonparametric estimation of the conditional tail index, Smoothing sample extremes: the mixed model approach, Kernel estimators of extreme level curves, Smoothing sample extremes with dynamic models, Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels, On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles, Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures, INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles, Statistical modeling of spatial extremes, GENERALIZED EXTREME VALUE ADDITIVE MODEL ANALYSIS VIA MEAN FIELD VARIATIONAL BAYES, Review of testing issues in extremes: in honor of Professor Laurens de Haan, A nonparametric estimator for the conditional tail index of Pareto-type distributions, On local estimating equations in additive multiparameter models, Modeling non-stationary extreme waves using a point process approach and wavelets, Functional nonparametric estimation of conditional extreme quantiles, Estimation of Extreme Conditional Quantiles Through Power Transformation, Statistical Regression Analysis of Threshold Excesses with Systematically Missing Covariates, Tail index varying coefficient model, Extreme partial least-squares, On tail trend detection: modeling relative risk, On the asymptotic location of high values of a stationary sequence