Nonparametric estimation of extreme conditional quantiles (Q4818622)
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scientific article; zbMATH DE number 2104328
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nonparametric estimation of extreme conditional quantiles |
scientific article; zbMATH DE number 2104328 |
Statements
Nonparametric estimation of extreme conditional quantiles (English)
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29 September 2004
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Local polynomial estimation
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Quantile regression
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Extreme value index
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Extrapolation
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0.94243973
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0.9287201
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0.9280813
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0.9241197
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0.92267877
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0.9196008
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0.9165217
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