Semiparametric Tail Index Regression
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Cites work
- A note on tail dependence regression
- A simple general approach to inference about the tail of a distribution
- An asymptotically optimal window selection rule for kernel density estimates
- Analysis of failure time using threshold regression with semi-parametric varying coefficients
- Convergence rates for parametric components in a partly linear model
- Empirical likelihood based inference for conditional Pareto-type tail index
- Estimation and model selection in a class of semiparametric models for cluster data
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Estimation in Partially Linear Models With Missing Covariates
- Estimation of the survival function with increasing failure rate based on left truncated and right censored data
- Generalized Additive Modelling of Sample Extremes
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 4159879 (Why is no real title available?)
- scientific article; zbMATH DE number 3824949 (Why is no real title available?)
- scientific article; zbMATH DE number 4098524 (Why is no real title available?)
- scientific article; zbMATH DE number 3789676 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Limit theorems for empirical processes of cluster functionals
- Local Likelihood Smoothing of Sample Extremes
- Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis
- On Nonparametric Maximum Likelihood Estimation with Interval Censoring and Left Truncation
- On robust tail index estimation
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA
- On tail index estimation using dependent data
- Optimal zone for bandwidth selection in semiparametric models
- Partially Linear Hazard Regression for Multivariate Survival Data
- Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data
- Pseudo likelihood estimation for the additive hazards model with data subject to left-truncation and right-censoring
- Quasi-likelihood Estimation in Semiparametric Models
- Rank -1/2: a simple way to improve the OLS estimation of tail exponents
- Semi-parametric regression estimation of the tail index
- Semiparametric lower bounds for tail index estimation
- Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
- Smooth tail-index estimation
- Spline-backfitted kernel smoothing of additive coefficient model
- Statistics of Extremes
- Statistics of heteroscedastic extremes
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
- Tail index estimation with a fixed tuning parameter fraction
- Tail index estimation, concentration and adaptivity
- Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
- Tail index regression
- Using a bootstrap method to choose the sample fraction in tail index estimation
- Varying-coefficient single-index model
Cited in
(5)- Hypothesis testing for varying coefficient models in tail index regression
- Asymptotic theory for extreme value generalized additive model
- Single-index models for extreme value index regression
- Tail single-index regression with locally stationary regressors
- From scarcity to insight: extreme events analysis with a partially linear single-index varying-coefficient model in high-dimensional settings
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