Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779)
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scientific article; zbMATH DE number 7500448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme Quantile Estimation Based on the Tail Single-index Model |
scientific article; zbMATH DE number 7500448 |
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Extreme Quantile Estimation Based on the Tail Single-index Model (English)
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30 March 2022
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extreme quantile
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local linear regression
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semi-parametric
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single-index
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tail
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