Nonparametric estimation of extreme conditional quantiles with functional covariate
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Cites work
- Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
- Extreme value theory. An introduction.
- Functional kernel estimators of large conditional quantiles
- Functional nonparametric estimation of conditional extreme quantiles
- scientific article; zbMATH DE number 4159879 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- Kernel estimators of extreme level curves
- Local Likelihood Smoothing of Sample Extremes
- Nonparametric functional data analysis. Theory and practice.
- On kernel smoothing for extremal quantile regression
- On the estimation of the functional Weibull tail-coefficient
Cited in
(18)- Functional nonparametric estimation of conditional extreme quantiles
- Functional kernel estimators of large conditional quantiles
- Flexible quantile contour estimation for multivariate functional data: beyond convexity
- Conditional analysis for mixed covariates, with application to feed intake of lactating sows
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- Conditional Quantile Analysis When Covariates are Functions, with Application to Growth Data
- Nonparametric estimation of extreme conditional quantiles
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles
- Non parametric learning approach to estimate conditional quantiles in the dependent functional data case
- Extreme quantile estimation for partial functional linear regression models with heavy-tailed distributions
- An integrated functional Weissman estimator for conditional extreme quantiles
- Functional data analysis of generalized quantile regression with application to the climate change
- Estimation of extreme conditional quantiles
- A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS
- Extreme quantile regression for tail single-index varying-coefficient models
- Online prediction of extreme conditional quantiles via B-spline interpolation
- Nonparametric estimation of the maximum of conditional hazard function under dependence conditions for functional data
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
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