Pages that link to "Item:Q1711567"

The following pages link to Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567):

Displaying 9 items.

• Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
• Multivariate \(\rho \)-quantiles: a spatial approach (Q2137049) (← links)
• Extremes of conditioned elliptical random vectors (Q2455465) (← links)
• Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
• Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions (Q2977536) (← links)
• Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
• Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
• Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution (Q6543146) (← links)
• Bayesian composite \(L^p\)-quantile regression (Q6667542) (← links)