Semiparametric Tail Index Regression

Cites Work

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A note on tail dependence regression
Tail index estimation with a fixed tuning parameter fraction
Tail index estimation, concentration and adaptivity
Limit theorems for empirical processes of cluster functionals
Varying-coefficient single-index model
An asymptotically optimal window selection rule for kernel density estimates
Convergence rates for parametric components in a partly linear model
On tail index estimation using dependent data
A simple general approach to inference about the tail of a distribution
Pseudo likelihood estimation for the additive hazards model with data subject to left-truncation and right-censoring
Semi-parametric regression estimation of the tail index
Empirical likelihood based inference for conditional Pareto-type tail index
Estimation and model selection in a class of semiparametric models for cluster data
On robust tail index estimation
Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis
Semiparametric lower bounds for tail index estimation
Optimal zone for bandwidth selection in semiparametric models
Smooth tail-index estimation
Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data
Estimation of the survival function with increasing failure rate based on left truncated and right censored data
Quasi-likelihood Estimation in Semiparametric Models
Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
Statistics of Extremes
ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA
Local Likelihood Smoothing of Sample Extremes
SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL
Tail Index Regression
Partially Linear Hazard Regression for Multivariate Survival Data
Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
On Nonparametric Maximum Likelihood Estimation with Interval Censoring and Left Truncation
Statistics of Heteroscedastic Extremes
Estimation in Partially Linear Models With Missing Covariates
Generalized Additive Modelling of Sample Extremes
Using a bootstrap method to choose the sample fraction in tail index estimation
Analysis of failure time using threshold regression with semi-parametric varying coefficients