extremefit (Q55717)
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Estimation of Extreme Conditional Quantiles and Probabilities
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | extremefit |
Estimation of Extreme Conditional Quantiles and Probabilities |
Statements
Gilles Durrieu
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Ion Grama
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Quang-Khoai Pham
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Jean-Marie Tricot
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19 August 2025
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Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.
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