Pages that link to "Item:Q1579537"
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The following pages link to Test of tails based on extreme regression quantiles (Q1579537):
Displaying 11 items.
- Nonparametric ``regression'' when errors are positioned at end-points (Q605015) (← links)
- Heavy tailed durations of regional rainfall. (Q834022) (← links)
- Testing the tail index in autoregressive models (Q841013) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Asymptotic behaviour for the extreme values of a linear regression model (Q1769296) (← links)
- Finite sample tail behavior of multivariate location estimators (Q1810709) (← links)
- Statistical tests on tail index of a probability distribution. (With comments and rejoinder) (Q2002883) (← links)
- Small Sample Robust Testing for Normality against Pareto Tails (Q4905913) (← links)
- Regime Variance Testing --- a Quantile Approach (Q5359870) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- A class of bootstrap tests on the tail index (Q6172127) (← links)