The following pages link to Extremal quantile regression (Q2388357):
Displaying 40 items.
- Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
- FACTORISABLE MULTITASK QUANTILE REGRESSION (Q4959134) (← links)
- RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS (Q4979935) (← links)
- (Q4986363) (← 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)
- (Q5120624) (← links)
- Extremal linear quantile regression with Weibull-type tails (Q5134480) (← links)
- Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts (Q5208091) (← links)
- Saddlepoint tests for quantile regression (Q5507359) (← links)
- High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression (Q5863567) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880057) (← links)
- Bayesian analysis for quantile smoothing spline (Q5880098) (← links)
- UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL (Q5880803) (← links)
- Extremile Regression (Q5881158) (← links)
- Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753) (← links)
- On the use of \(L\)-functionals in regression models (Q6083244) (← links)
- Extreme quantile regression for tail single-index varying-coefficient models (Q6106239) (← links)
- Robust inference with stochastic local unit root regressors in predictive regressions (Q6108267) (← links)
- Panel quantile regression for extreme risk (Q6118720) (← links)
- Gradient boosting for extreme quantile regression (Q6144813) (← links)
- Reprint: Hypothesis testing on high dimensional quantile regression (Q6150539) (← links)
- Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
- Hypothesis testing on high dimensional quantile regression (Q6152590) (← links)
- Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
- Generalized Pareto regression trees for extreme event analysis (Q6601112) (← links)
- Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes (Q6620881) (← links)
- Fixed-<i>k</i> Inference for Conditional Extremal Quantiles (Q6620906) (← links)
- Quasi-Bayesian Inference for Production Frontiers (Q6620951) (← links)
- Extreme Changes in Changes (Q6626249) (← links)
- Estimation and Inference of Extremal Quantile Treatment Effects for Heavy-Tailed Distributions (Q6631718) (← links)
- HAC Covariance Matrix Estimation in Quantile Regression (Q6631727) (← links)
- Extreme Quantile Estimation for Autoregressive Models (Q6634896) (← links)
- Extremal Random Forests (Q6651413) (← links)
- Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error (Q6654881) (← links)
- Online prediction of extreme conditional quantiles via B-spline interpolation (Q6657809) (← links)
- Neural networks for extreme quantile regression with an application to forecasting of flood risk (Q6665468) (← links)
- Parametric estimation of non-crossing quantile functions (Q6669922) (← links)
