Pages that link to "Item:Q1623653"

The following pages link to Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653):

Displaying 25 items.

• Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
• Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
• On robust tail index estimation under random censorship (Q485978) (← links)
• Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
• Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
• Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
• Estimating the conditional extreme-value index under random right-censoring (Q901273) (← links)
• A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
• Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
• Transfer of tail information in censored regression models (Q1578287) (← links)
• Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734) (← links)
• Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
• Trimmed extreme value estimators for censored heavy-tailed data (Q2044408) (← links)
• Functional kernel estimation of the conditional extreme value index under random right censoring (Q2138238) (← links)
• Estimation of extremes for Weibull-tail distributions in the presence of random censoring (Q2283054) (← links)
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
• Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior (Q2317305) (← links)
• Bias-corrected estimation for conditional Pareto-type distributions with random right censoring (Q2322840) (← links)
• Estimating extreme quantiles under random truncation (Q2351810) (← links)
• On the study of extremes with dependent random right-censoring (Q2418001) (← links)
• Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← links)
• Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring (Q5023869) (← links)
• Quantile regression for panel data models with fixed effects under random censoring (Q5077516) (← links)
• Estimation of extreme survival probabilities with cox model (Q5384670) (← links)
• Estimating the conditional tail expectation of randomly right-censored heavy-tailed data (Q6581638) (← links)