Nonparametric estimation of extreme conditional quantiles
From MaRDI portal
Recommendations
- Estimation of extreme conditional quantiles
- Functional nonparametric estimation of conditional extreme quantiles
- Nonparametric estimation of extreme conditional quantiles with functional covariate
- Nonparametric estimation and inference on conditional quantile processes
- Nonparametric extreme conditional expectile estimation
- Nonparametric estimation of a maximum of quantiles
- Publication:3093390
- A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS
- Nonparametric estimation of non-conditional or conditional geometric quantiles
Cited in
(26)- Time-Variant Nonparametric Extreme Quantile Estimation with Application to Us Temperature Data
- Estimation of extreme conditional quantiles
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
- Nonparametric smoothing for extremal quantile regression with heavy tailed data
- Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
- Extreme Quantile Estimation for Autoregressive Models
- A note on tail dependence regression
- Extremal Random Forests
- Estimation of extreme conditional quantiles under a general tail-first-order condition
- scientific article; zbMATH DE number 218781 (Why is no real title available?)
- Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
- Extreme values identification in regression using a peaks-over-threshold approach
- Functional nonparametric estimation of conditional extreme quantiles
- A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS
- Nonparametric asymptotic confidence intervals for extreme quantiles
- Non-parametric estimation of extreme risk measures from conditional heavy-tailed distributions
- Estimation of Extreme Conditional Quantiles Through Power Transformation
- Estimation of high conditional quantiles for heavy-tailed distributions
- Extreme quantile regression for tail single-index varying-coefficient models
- Gradient boosting for extreme quantile regression
- Conditional VAR and expected shortfall: a new functional approach
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles
- Improving precipitation forecasts using extreme quantile regression
- Estimation of non-crossing quantile regression curves
- Robust estimation and regression with parametric quantile functions
- Parametric estimation of non-crossing quantile functions
This page was built for publication: Nonparametric estimation of extreme conditional quantiles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4818622)
