Online prediction of extreme conditional quantiles via B-spline interpolation (Q6657809)
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scientific article; zbMATH DE number 7962602
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Online prediction of extreme conditional quantiles via B-spline interpolation |
scientific article; zbMATH DE number 7962602 |
Statements
Online prediction of extreme conditional quantiles via B-spline interpolation (English)
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7 January 2025
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extreme conditional quantile
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generalized Pareto distribution
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quantile regression
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B-splines
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0.6910018920898438
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0.6822713613510132
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0.6680746674537659
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0.6435238718986511
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0.6395180225372314
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