Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490)
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scientific article; zbMATH DE number 6485072
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| English | Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles |
scientific article; zbMATH DE number 6485072 |
Statements
Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (English)
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24 September 2015
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nonparametric estimation
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tail conditional probabilities
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extreme conditional quantile
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adaptive estimation
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environment
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0.8173572421073914
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0.8018248677253723
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0.7894023656845093
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0.7882645726203918
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0.7801184058189392
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