Pages that link to "Item:Q5152549"
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The following pages link to ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549):
Displaying 7 items.
- Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478) (← links)
- On high level exceedance modeling and tail inference (Q1890883) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression (Q2667134) (← links)
- Estimation of Tail Risk Based on Extreme Expectiles (Q4607209) (← links)
- Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
- Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting (Q6618193) (← links)
