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Statistics of Heteroscedastic Extremes

Citations

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Cited by:

  1. John H. J. Einmahl & Fan Yang & Chen Zhou, 2021. "Testing the Multivariate Regular Variation Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 907-919, October.
  2. Einmahl, John & He, Y., 2020. "Unified Extreme Value Estimation for Heterogeneous Data," Other publications TiSEM dfe6c38c-823b-4394-b4fd-a, Tilburg University, School of Economics and Management.
  3. Jacek Wójcik, 2017. "Consequences of the Cognitive Digital Divide on the Consumer Market," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 44, pages 69-80.
  4. Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020. "Spatial Dependence and Space-Time Trend in Extreme Events," Other publications TiSEM ae5818cd-f071-4275-9577-d, Tilburg University, School of Economics and Management.
  5. Yaolan Ma & Bo Wei & Wei Huang, 2020. "A nonparametric estimator for the conditional tail index of Pareto-type distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(1), pages 17-44, January.
  6. Wittenberg, Raphael & Sharpin, Luke & McCormick, Barry & Hurst, Jeremy, 2017. "The ageing society and emergency hospital admissions," Health Policy, Elsevier, vol. 121(8), pages 923-928.
  7. Li, Wei & Lu, Can & Ding, Yi & Zhang, Yan-Wu, 2017. "The impacts of policy mix for resolving overcapacity in heavy chemical industry and operating national carbon emission trading market in China," Applied Energy, Elsevier, vol. 204(C), pages 509-524.
  8. Brook T. Russell & Whitney K. Huang, 2021. "Modeling short‐ranged dependence in block extrema with application to polar temperature data," Environmetrics, John Wiley & Sons, Ltd., vol. 32(3), May.
  9. Einmahl, John & He, Y., 2022. "Extreme Value Inference for General Heterogeneous Data," Discussion Paper 2022-017, Tilburg University, Center for Economic Research.
  10. Chen, Yu & Ma, Mengyuan & Sun, Hongfang, 2023. "Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 142-162.
  11. Andrea Kunnert, 2016. "Leistbarkeit von Wohnen in Österreich. Operationalisierung und demographische Komponenten," WIFO Studies, WIFO, number 58932.
  12. Powell, Robert J. & Vo, Duc H. & Pham, Thach N. & Singh, Abhay K., 2017. "The long and short of commodity tails and their relationship to Asian equity markets," Journal of Asian Economics, Elsevier, vol. 52(C), pages 32-44.
  13. Kang, Sang Hoon & Islam, Faridul & Kumar Tiwari, Aviral, 2019. "The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 90-101.
  14. Ljungberg, Anders, 2016. "Marginal cost-pricing in the Swedish transport sector – An efficient and sustainable way of funding local and regional public transport in the future?," Research in Transportation Economics, Elsevier, vol. 59(C), pages 159-166.
  15. Nicoletti, Giuseppe & von Rueden, Christina & Andrews, Dan, 2020. "Digital technology diffusion: A matter of capabilities, incentives or both?," European Economic Review, Elsevier, vol. 128(C).
  16. Einmahl, John & He, Y., 2022. "Extreme Value Inference for General Heterogeneous Data," Other publications TiSEM fd8dd91c-086f-40e6-ac29-3, Tilburg University, School of Economics and Management.
  17. Alois Guger & Silvia Rocha-Akis, 2016. "Redistribution by the State in Austria," WIFO Bulletin, WIFO, vol. 21(11), pages 100-115, September.
  18. Nicolau, João & Rodrigues, Paulo M.M. & Stoykov, Marian Z., 2023. "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Journal of Econometrics, Elsevier, vol. 235(2), pages 2266-2284.
  19. Enzo D'Innocenzo & Andre Lucas & Bernd Schwaab & Xin Zhang, 2024. "Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter," Tinbergen Institute Discussion Papers 24-069/III, Tinbergen Institute.
  20. Einmahl, John & Zhou, C., 2024. "Tail Copula Estimation for Heteroscedastic Extremes," Other publications TiSEM 6bcb09c5-8b19-48b8-9320-b, Tilburg University, School of Economics and Management.
  21. Dominković, D.F. & Bačeković, I. & Ćosić, B. & Krajačić, G. & Pukšec, T. & Duić, N. & Markovska, N., 2016. "Zero carbon energy system of South East Europe in 2050," Applied Energy, Elsevier, vol. 184(C), pages 1517-1528.
  22. Ahmed, Hanan, 2022. "Extreme value statistics using related variables," Other publications TiSEM 246f0f13-701c-4c0d-8e09-e, Tilburg University, School of Economics and Management.
  23. Demichelis, Francesca & Fiore, Silvia & Pleissner, Daniel & Venus, Joachim, 2018. "Technical and economic assessment of food waste valorization through a biorefinery chain," Renewable and Sustainable Energy Reviews, Elsevier, vol. 94(C), pages 38-48.
  24. Pinchasik, Daniel Ruben & Hovi, Inger Beate, 2017. "A CO2-fund for the transport industry: The case of Norway," Transport Policy, Elsevier, vol. 53(C), pages 186-195.
  25. Magdeldin, Mohamed & Kohl, Thomas & Järvinen, Mika, 2017. "Techno-economic assessment of the by-products contribution from non-catalytic hydrothermal liquefaction of lignocellulose residues," Energy, Elsevier, vol. 137(C), pages 679-695.
  26. Robert, Christian Y., 2022. "Testing for changes in the tail behavior of Brown–Resnick Pareto processes," Stochastic Processes and their Applications, Elsevier, vol. 144(C), pages 312-368.
  27. Fuchs, Johann & Hummel, Markus & Hutter, Christian & Gehrke, Britta & Wanger, Susanne & Weber, Enzo & Weigand, Roland & Zika, Gerd, 2016. "IAB-Prognose 2016: Beschäftigung und Arbeitskräfteangebot so hoch wie nie (IAB forecast 2016: Employment and labour supply are higher than ever before)," IAB-Kurzbericht 201606, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  28. Hou, Yanxi & Leng, Xuan & Peng, Liang & Zhou, Yinggang, 2024. "Panel quantile regression for extreme risk," Journal of Econometrics, Elsevier, vol. 240(1).
  29. Einmahl, John & Zhou, C., 2024. "Tail Copula Estimation for Heteroscedastic Extremes," Discussion Paper 2024-003, Tilburg University, Center for Economic Research.
  30. Cui, Hengxin & Tan, Ken Seng & Yang, Fan & Zhou, Chen, 2022. "Asymptotic analysis of portfolio diversification," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 302-325.
  31. Schweiger, Gerald & Rantzer, Jonatan & Ericsson, Karin & Lauenburg, Patrick, 2017. "The potential of power-to-heat in Swedish district heating systems," Energy, Elsevier, vol. 137(C), pages 661-669.
  32. Borozan, Djula, 2018. "Regional-level household energy consumption determinants: The european perspective," Renewable and Sustainable Energy Reviews, Elsevier, vol. 90(C), pages 347-355.
  33. Lu, Ying & Prato, Carlo G. & Sipe, Neil & Kimpton, Anthony & Corcoran, Jonathan, 2022. "The role of household modality style in first and last mile travel mode choice," Transportation Research Part A: Policy and Practice, Elsevier, vol. 158(C), pages 95-109.
  34. Everard, Mark & Longhurst, James & Pontin, John & Stephenson, Wendy & Brooks, Joss, 2017. "Developed-developing world partnerships for sustainable development (2): An illustrative case for a payments for ecosystem services (PES) approach," Ecosystem Services, Elsevier, vol. 24(C), pages 253-260.
  35. Einmahl, John & He, Y., 2020. "Unified Extreme Value Estimation for Heterogeneous Data," Discussion Paper 2020-025, Tilburg University, Center for Economic Research.
  36. Joos, Michael & Staffell, Iain, 2018. "Short-term integration costs of variable renewable energy: Wind curtailment and balancing in Britain and Germany," Renewable and Sustainable Energy Reviews, Elsevier, vol. 86(C), pages 45-65.
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