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Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions

by Ahmad, Aboubacrène Ag, Deme, El Hadji, Diop, Aliou, Girard, Stéphane
Published in Dependence modeling (01.01.2019)

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Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model

by Ahmad, Aboubacrène Ag, Deme, El Hadji, Diop, Aliou, Girard, Stéphane, Usseglio-Carleve, Antoine
Published in Electronic journal of statistics (01.01.2020)

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Journal Article

Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions

Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model

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