Pages that link to "Item:Q434577"
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The following pages link to Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577):
Displaying 15 items.
- Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← links)
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
- Estimating conditional means with heavy tails (Q2406771) (← links)
- Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818) (← links)
- Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
- Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
- Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
- Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
- Fixed-<i>k</i> Inference for Conditional Extremal Quantiles (Q6620906) (← links)
