Pages that link to "Item:Q5066779"
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The following pages link to Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779):
Displaying 4 items.
- Conditional marginal expected shortfall (Q826003) (← links)
- Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880055) (← links)
- Estimation and Inference of Extremal Quantile Treatment Effects for Heavy-Tailed Distributions (Q6631718) (← links)
- Shrinkage for extreme partial least-squares (Q6643211) (← links)
