Pages that link to "Item:Q497491"
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The following pages link to A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491):
Displaying 17 items.
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- Generalized Pickands estimators for the extreme value index (Q707049) (← links)
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
- Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
- Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates (Q2293722) (← links)
- Trend detection for heteroscedastic extremes (Q2303026) (← links)
- A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
- Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
- Statistics of Heteroscedastic Extremes (Q5743224) (← links)
- Trends in Extreme Value Indices (Q6040686) (← links)
- Efficient estimation of partially linear tail index models using B‐splines (Q6075140) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
- Simple change point model in heteroscedastic extremes (Q6096202) (← links)
- Distributions derived from the continuous iteration of the hyperbolic sine function (Q6116869) (← links)
- Extreme Value Estimation for Heterogeneous Data (Q6586905) (← links)
