Inference for extremal regression with dependent heavy-tailed data (Q6183770)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7783531
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Inference for extremal regression with dependent heavy-tailed data |
scientific article; zbMATH DE number 7783531 |
Statements
Inference for extremal regression with dependent heavy-tailed data (English)
0 references
4 January 2024
0 references
conditional quantiles
0 references
conditional expectiles
0 references
extreme value analysis
0 references
heavy tails
0 references
inference
0 references
mixing
0 references
nonparametric regression
0 references
0 references
0 references
0 references
0 references
0 references
0.9435209
0 references
0.9324976
0 references
0.9151318
0 references
0.9067447
0 references
0.90627825
0 references
0.9020027
0 references
0.89219344
0 references
0.88533366
0 references
