Pages that link to "Item:Q2303031"
From MaRDI portal
The following pages link to A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031):
Displaying 21 items.
- Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
- Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
- Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715) (← links)
- An estimator for the tail index of an integrated conditional Pareto-Weibull-type model (Q893950) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
- Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
- Tail index estimation and an exponential regression model (Q1582511) (← links)
- Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
- Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
- An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index (Q2350660) (← links)
- Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
- A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
- Tail index varying coefficient model (Q5022769) (← links)
- (Q5173034) (← links)
- Tail Index Regression (Q5254743) (← links)
- Tail index partition-based rules extraction with application to tornado damage insurance (Q6174077) (← links)
- Hypothesis testing for varying coefficient models in tail index regression (Q6581354) (← links)
- A tail index estimation for long memory processes (Q6622514) (← links)
