A new bias reduction method for kernel extreme quantile function estimation
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Cites work
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- Kernel Quantile Estimators
- Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
- New bandwidth selection for kernel quantile estimators
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- The bias reduction in density estimation using a geometric extrapolated kernel estimator
- The unit-Cauchy quantile regression model with variates observed on (0, 1): percentages, proportions, and fractions
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