Pages that link to "Item:Q1697481"
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The following pages link to Kernel estimation of extreme regression risk measures (Q1697481):
Displaying 10 items.
- Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- Nonparametric estimation of conditional marginal excess moments (Q2101474) (← links)
- Extreme value estimation of the conditional risk premium in reinsurance (Q2656989) (← links)
- Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
- (Q3709643) (← links)
- (Q4709643) (← links)
- Reduced‐bias kernel estimators of a positive extreme value index (Q5215607) (← links)
- (Q5748747) (← links)
- Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804) (← links)