Estimation of extreme multivariate expectiles with functional covariates

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Mathematics
Probabilities
Mathematical statistics
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Refrences
Title Journal Journal Categories Citations Publication Date
Nonparametric extreme conditional expectile estimation

 Scandinavian Journal of Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 12 2022
Trends in Extreme Value Indices Journal of the American Statistical Association
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 11 2021
Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models The Annals of Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2021
Tail expectile process and risk assessment Bernoulli
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2020
Multivariate geometric expectiles Scandinavian Actuarial Journal
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Statistics
  • Social Sciences: Sociology (General)
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 12 2018
Refrences Analysis
Category Category Repetition
Science: Mathematics19
Science: Mathematics: Probabilities. Mathematical statistics17
Social Sciences: Economic theory. Demography: Economics as a science7
Social Sciences: Finance5
Social Sciences: Statistics4
Social Sciences: Commerce: Business4
Social Sciences: Commerce: Business: Accounting. Bookkeeping3
Social Sciences: Sociology (General)1
The category Science: Mathematics 19 is the most frequently represented among the references in this article. It primarily includes studies from Bernoulli and Journal of Multivariate Analysis. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year