Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Estimation of Extreme Conditional Quantiles Through Power Transformation
scientific article

    Statements

    Estimation of Extreme Conditional Quantiles Through Power Transformation (English)
    0 references
    0 references
    0 references
    11 November 2013
    0 references
    0 references
    Box-Cox power transformation
    0 references
    extreme value
    0 references
    heavy-tailed distribution
    0 references
    high quantile
    0 references
    quantile regression
    0 references
    0 references
    0 references
    0 references
    0 references