Pages that link to "Item:Q497490"
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The following pages link to Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490):
Displaying 14 items.
- On the estimation of extreme tail probabilities (Q1364752) (← links)
- Cyber risk frequency, severity and insurance viability (Q2172032) (← links)
- Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
- Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality (Q2417985) (← links)
- Design-adaptive nonparametric estimation of conditional quantile derivatives (Q3145385) (← links)
- A nonparametric statistical procedure for the detection of marine pollution (Q5036489) (← links)
- (Q5066201) (← links)
- Extreme value inference for quantile regression with varying coefficients (Q5079066) (← links)
- Estimation of extreme survival probabilities with cox model (Q5384670) (← links)
- Extreme value analysis within a parametric outlier detection framework (Q5430347) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- On the maximum penalized full likelihood approach for Cox model with extreme value for heavily censored survival data (Q6178680) (← links)
- On a discrete symmetric optimal associated kernel for estimating count data distributions (Q6540922) (← links)
- Correcting for Endogeneity in Models with Bunching (Q6626252) (← links)
