Functional nonparametric estimation of conditional extreme quantiles
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Publication:1049546
DOI10.1016/j.jmva.2009.06.007zbMath1178.62055arXiv1104.0166OpenAlexW2006832191MaRDI QIDQ1049546
Stéphane Girard, Laurent Gardes, Alexandre Lekina
Publication date: 12 January 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.0166
Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)
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Uses Software
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