Pages that link to "Item:Q549644"

The following pages link to Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644):

Displayed 40 items.

• A moment estimator for the conditional extreme-value index (Q367216) ‎ (← links)
• A note on tail dependence regression (Q391808) ‎ (← links)
• Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) ‎ (← links)
• The dynamic power law model (Q482073) ‎ (← links)
• Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) ‎ (← links)
• Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) ‎ (← links)
• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) ‎ (← links)
• Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) ‎ (← links)
• Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) ‎ (← links)
• Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) ‎ (← links)
• Kernel estimation of extreme regression risk measures (Q1697481) ‎ (← links)
• Tail dimension reduction for extreme quantile estimation (Q1744176) ‎ (← links)
• Functional kernel estimators of large conditional quantiles (Q1950877) ‎ (← links)
• Extreme partial least-squares (Q2111063) ‎ (← links)
• Functional kernel estimation of the conditional extreme value index under random right censoring (Q2138238) ‎ (← links)
• Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) ‎ (← links)
• Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles (Q2191430) ‎ (← links)
• Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) ‎ (← links)
• Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) ‎ (← links)
• Improving precipitation forecasts using extreme quantile regression (Q2283052) ‎ (← links)
• Trend detection for heteroscedastic extremes (Q2303026) ‎ (← links)
• A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) ‎ (← links)
• On kernel smoothing for extremal quantile regression (Q2435253) ‎ (← links)
• Depth level set estimation and associated risk measures (Q2681744) ‎ (← links)
• On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles (Q2787230) ‎ (← 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)
• Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) ‎ (← links)
• Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) ‎ (← links)
• Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise (Q4989148) ‎ (← links)
• Tail index varying coefficient model (Q5022769) ‎ (← 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)
• Estimation of extreme survival probabilities with cox model (Q5384670) ‎ (← links)
• Trends in Extreme Value Indices (Q6040686) ‎ (← 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)
• Simple change point model in heteroscedastic extremes (Q6096202) ‎ (← links)