Pages that link to "Item:Q4607209"
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The following pages link to Estimation of Tail Risk Based on Extreme Expectiles (Q4607209):
Displaying 50 items.
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- On expectile-assisted inverse regression estimation for sufficient dimension reduction (Q830708) (← links)
- Estimating extreme probabilities using tail simulated data (Q1125704) (← links)
- When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management (Q1640042) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Extremes for multivariate expectiles (Q1756031) (← links)
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles (Q1792632) (← links)
- On high level exceedance modeling and tail inference (Q1890883) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Shadow prices and marginal abatement costs: convex quantile regression approach (Q2029051) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Optimal model averaging estimator for expectile regressions (Q2059443) (← 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)
- Statistical inference in the partial functional linear expectile regression model (Q2106846) (← links)
- Local linear estimate of the functional expectile regression (Q2107583) (← links)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- Multivariate \(\rho \)-quantiles: a spatial approach (Q2137049) (← links)
- Expectile regression for spatial functional data analysis (sFDA) (Q2142464) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- Principal component analysis in an asymmetric norm (Q2418501) (← links)
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
- Measuring risks in the tail: The extreme VaR and its confidence interval (Q3119654) (← links)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
- Nonparametric estimation of expectile regression in functional dependent data (Q5030947) (← links)
- Simultaneous Semiparametric Estimation of Clustering and Regression (Q5084446) (← links)
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← 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)
- Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
- Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482) (← links)
- An elastic-net penalized expectile regression with applications (Q5861466) (← links)
- Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
- New extreme value theory for maxima of maxima (Q5880089) (← links)
- Extremile Regression (Q5881158) (← links)
- Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
- SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL (Q6078284) (← links)
- Multivariate expectile-based distribution: properties, Bayesian inference, and applications (Q6101695) (← links)
- Retire: robust expectile regression in high dimensions (Q6150528) (← links)
- Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model (Q6171950) (← links)
