Pages that link to "Item:Q4904723"

The following pages link to Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723):

Displaying 41 items.

• Robust estimation and regression with parametric quantile functions (Q111833) (← links)
• Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles (Q274159) (← links)
• Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478) (← links)
• A note on tail dependence regression (Q391808) (← links)
• Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model (Q485704) (← links)
• Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
• Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
• Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
• Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
• Estimation of spatio-temporal extreme distribution using a quantile factor model (Q2028577) (← links)
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
• Scoring predictions at extreme quantiles (Q2106823) (← links)
• GMM quantile regression (Q2172015) (← links)
• Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
• Improving precipitation forecasts using extreme quantile regression (Q2283052) (← links)
• Simultaneous confidence bands for extremal quantile regression with splines (Q2303027) (← links)
• Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
• Bayesian joint-quantile regression (Q2667013) (← links)
• Extremal quantile autoregression for heavy-tailed time series (Q2674515) (← links)
• Depth level set estimation and associated risk measures (Q2681744) (← links)
• Measurement of risk based on QR-GARCH-EVT model (Q2690785) (← links)
• Estimation of Non-Crossing Quantile Regression Curves (Q2788940) (← links)
• Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818) (← links)
• Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
• Multilevel quantile function modeling with application to birth outcomes (Q3459953) (← links)
• A two-stage procedure to pool information across quantile levels in linear quantile regression (Q4960727) (← links)
• Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
• (Q5066201) (← links)
• Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
• Extreme value inference for quantile regression with varying coefficients (Q5079066) (← links)
• Extreme values identification in regression using a peaks-over-threshold approach (Q5130174) (← links)
• Extremal linear quantile regression with Weibull-type tails (Q5134480) (← links)
• ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549) (← links)
• A weighted linear quantile regression (Q5220894) (← links)
• Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880055) (← links)
• Analysis of wildfires and their extremes via spatial quantile autoregressive model (Q6100562) (← links)
• Nonparametric inference on smoothed quantile regression process (Q6111522) (← links)
• Panel quantile regression for extreme risk (Q6118720) (← links)
• Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
• Optimal weighted pooling for inference about the tail index and extreme quantiles (Q6201851) (← links)
• Best subset selection for high-dimensional non-smooth models using iterative hard thresholding (Q6494641) (← links)