Pages that link to "Item:Q497491"

The following pages link to A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491):

Displaying 9 items.

• Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
• Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
• Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates (Q2293722) (← links)
• Trend detection for heteroscedastic extremes (Q2303026) (← links)
• A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
• Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
• Distributions derived from the continuous iteration of the hyperbolic sine function (Q6116869) (← links)