Results 31 to 40 of about 180 (55)
A nonparametric approach for quantile regression. [PDF]
Huang ML, Nguyen C.
europepmc +1 more source
High quantile regression for extreme events. [PDF]
Huang ML, Nguyen C.
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Semi-parametric regression estimation of the tail index [PDF]
Dickson, Maria Michela +2 more
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Nonparametric estimation of the spectral measure of an extreme value distribution. [PDF]
Einmahl, J.H.J. +2 more
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Estimation of extreme risk regions under multivariate regular variation. [PDF]
Cai, J. +2 more
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Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition. [PDF]
Einmahl, J.H.J., Haan, L.F.M. de, Li, D.
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Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution. [PDF]
Einmahl, J.H.J., Segers, J.J.J.
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Sequential subspace change point detection
Sequential Analysis, 2020Liyan Xie, Yao Xie, George V Moustakides
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