Pages that link to "Item:Q2925558"

The following pages link to A local moment type estimator for the extreme value index in regression with random covariates (Q2925558):

Displaying 7 items.

• Kernel regression with Weibull-type tails (Q314591) (← links)
• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
• Estimation of extreme conditional quantiles under a general tail-first-order condition (Q778874) (← links)
• Conditional marginal expected shortfall (Q826003) (← links)
• Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
• Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
• Bias-corrected estimation for conditional Pareto-type distributions with random right censoring (Q2322840) (← links)