Kernel estimators of extreme level curves
Year of publication: |
2011
|
---|---|
Authors: | Daouia, Abdelaati ; Gardes, Laurent ; Girard, Stéphane ; Lekina, Alexandre |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 20.2011, 2, p. 311-333
|
Publisher: |
Springer |
Subject: | Conditional quantiles | Heavy-tail distributions | Kernel estimator | Extreme-values |
-
npbr : a package for nonparametric boundary regression in R
Daouia, Abdelaati, (2015)
-
Downside Loss Aversion and Portfolio Management
Jarrow, Robert, (2006)
-
A Markov Chain Monte Carlo Approach to Estimate the Risks of Extremely Large Insurance Claims
Pang, Wan-Kai, (2007)
- More ...
-
Functional nonparametric estimation of conditional extreme quantiles
Gardes, Laurent, (2010)
-
Nonparametric estimation of the conditional tail copula
Gardes, Laurent, (2015)
-
Bias-reduced estimators of the Weibull tail-coefficient
Diebolt, Jean, (2008)
- More ...