Pages that link to "Item:Q2225005"
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The following pages link to ExpectHill estimation, extreme risk and heavy tails (Q2225005):
Displaying 13 items.
- Extremes for multivariate expectiles (Q1756031) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions (Q2977536) (← links)
- Estimation of Tail Risk Based on Extreme Expectiles (Q4607209) (← links)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
- ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549) (← links)
- Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
- Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
- Parametric expectile regression and its application for premium calculation (Q6171958) (← links)
- Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
- An expectile computation cookbook (Q6547781) (← links)