Pages that link to "Item:Q2073711"
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The following pages link to Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711):
Displaying 18 items.
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- Extreme partial least-squares (Q2111063) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Depth level set estimation and associated risk measures (Q2681744) (← links)
- ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
- Multivariate expectile-based distribution: properties, Bayesian inference, and applications (Q6101695) (← links)
- Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model (Q6171950) (← links)
- Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
- Optimal weighted pooling for inference about the tail index and extreme quantiles (Q6201851) (← links)
- An expectile computation cookbook (Q6547781) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
- Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation (Q6618103) (← links)
- Extreme Changes in Changes (Q6626249) (← links)
- Cross-validation on extreme regions (Q6635935) (← links)
- Shrinkage for extreme partial least-squares (Q6643211) (← links)
- Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error (Q6654881) (← links)
