Pages that link to "Item:Q286478"
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The following pages link to Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478):
Displaying 6 items.
- Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- Extremal quantile autoregression for heavy-tailed time series (Q2674515) (← links)
- Scaling of High-Quantile Estimators (Q3108468) (← links)
- On the use of \(L\)-functionals in regression models (Q6083244) (← links)
- Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes (Q6620881) (← links)
