Nonparametric extreme conditional expectile estimation (Q5872947)
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scientific article; zbMATH DE number 7638423
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| English | Nonparametric extreme conditional expectile estimation |
scientific article; zbMATH DE number 7638423 |
Statements
Nonparametric extreme conditional expectile estimation (English)
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5 January 2023
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conditional distribution
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expectiles
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extrapolation
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extreme value analysis
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heavy tails
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kernel estimation
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