Pages that link to "Item:Q2175171"

The following pages link to Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171):

Displaying 9 items.

• Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
• Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
• Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
• Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
• An estimator for the tail index of an integrated conditional Pareto-Weibull-type model (Q893950) (← links)
• Estimating conditional means with heavy tails (Q2406771) (← links)
• Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443) (← links)
• ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)