Nonparametric smoothing for extremal quantile regression with heavy tailed data (Q5066201)
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scientific article; zbMATH DE number 7499631
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| English | Nonparametric smoothing for extremal quantile regression with heavy tailed data |
scientific article; zbMATH DE number 7499631 |
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29 March 2022
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asymptotic normality
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extrapolation
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extremal quantile regression
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extreme value theory
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nonparametric estimator
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0.8421585559844971
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0.8361052870750427
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0.8143966197967529
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0.8041689991950989
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0.7954707741737366
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