Pages that link to "Item:Q2278671"
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The following pages link to Tail expectile process and risk assessment (Q2278671):
Displaying 25 items.
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← links)
- Nonparametric estimation of expectile regression in functional dependent data (Q5030947) (← links)
- GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series (Q5092644) (← links)
- ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549) (← links)
- Partially Linear Expectile Regression Using Local Polynomial Fitting (Q5870994) (← links)
- Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
- Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
- Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model (Q6171950) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
- A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
- Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
- An expectile computation cookbook (Q6547781) (← links)
- Range-based risk measures and their applications (Q6569742) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
- The \(k\)th power expectile estimation and testing (Q6640982) (← links)
