Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
From MaRDI portal
(Redirected from Publication:549644)
Recommendations
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
- Estimation of the conditional tail index using a smoothed local Hill estimator
- Estimating the conditional tail index by integrating a kernel conditional quantile estimator
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
Cites work
- scientific article; zbMATH DE number 4159879 (Why is no real title available?)
- scientific article; zbMATH DE number 4012931 (Why is no real title available?)
- scientific article; zbMATH DE number 1069355 (Why is no real title available?)
- scientific article; zbMATH DE number 2118489 (Why is no real title available?)
- scientific article; zbMATH DE number 3357749 (Why is no real title available?)
- A Hill Type Estimator of the Weibull Tail-Coefficient
- A Nonparametric Estimate of a Multivariate Density Function
- A note on the asymptotic behavior of conditional extremes
- A simple general approach to inference about the tail of a distribution
- Anticipating Catastrophes through Extreme Value Modelling
- Bayesian Spatial Modeling of Extreme Precipitation Return Levels
- Bias reduction of a tail index estimator through an external estimation of the second-order parameter
- Bias-reduced extreme quantile estimators of Weibull tail-distributions
- Consistent nonparametric regression. Discussion
- Estimating Extreme Quantiles of Weibull Tail Distributions
- Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
- Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
- Functional nonparametric estimation of conditional extreme quantiles
- Generalized Additive Modelling of Sample Extremes
- Likelihood-based inference for max-stable processes
- Local Likelihood Smoothing of Sample Extremes
- Local polynomial maximum likelihood estimation for Pareto-type distributions.
- On exponential representations of log-spacings of extreme order statistics
- On spatial extremes: with application to a rainfall problem
- On the estimation of the extreme-value index and large quantile estimation
- Regression with response distributions of Pareto-type
- Semi-parametric estimation of the second order parameter in statistics of extremes
- The qq-estimator and heavy tails
Cited in
(44)- A note on tail dependence regression
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
- A nonparametric estimator for the conditional tail index of Pareto-type distributions
- Nonparametric regression estimation of conditional tails: the random covariate case
- Extreme partial least-squares
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
- Estimation of high conditional quantiles for heavy-tailed distributions
- Trends in Extreme Value Indices
- Tail dimension reduction for extreme quantile estimation
- Hypothesis testing for varying coefficient models in tail index regression
- Extreme value inference for quantile regression with varying coefficients
- Depth level set estimation and associated risk measures
- Additive models for extremal quantile regression with Pareto-type distributions
- Functional kernel estimation of the conditional extreme value index under random right censoring
- Simple change point model in heteroscedastic extremes
- Estimation of Extreme Conditional Quantiles Through Power Transformation
- A moment estimator for the conditional extreme-value index
- Estimation of the conditional tail index using a smoothed local Hill estimator
- Non-parametric estimation of extreme risk measures from conditional heavy-tailed distributions
- Tail index varying coefficient model
- Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with \(\alpha \)-stable noise
- Efficient estimation of partially linear tail index models using B‐splines
- Smooth copula-based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada
- Extreme Quantile Estimation for Autoregressive Models
- Estimating the conditional tail index by integrating a kernel conditional quantile estimator
- On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles
- Functional kernel estimators of large conditional quantiles
- On kernel smoothing for extremal quantile regression
- Estimation of extreme quantiles from heavy-tailed distributions with neural networks
- The dynamic power law model
- Estimation for Extreme Conditional Quantiles of Functional Quantile Regression
- Improving precipitation forecasts using extreme quantile regression
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
- Nonparametric smoothing for extremal quantile regression with heavy tailed data
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
- Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles
- Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes
- Extreme Quantile Estimation Based on the Tail Single-index Model
- Kernel estimation of extreme regression risk measures
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
- Trend detection for heteroscedastic extremes
- Estimation of extreme survival probabilities with Cox model
This page was built for publication: Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q549644)
