Kernel estimators of extreme level curves

DOI10.1007/s11749-010-0196-0zbMath1367.62159OpenAlexW2016449135MaRDI QIDQ1761527

Abdelaati Daouia, Alexandre Lekina, Laurent Gardes, Stéphane Girard

Publication date: 15 November 2012

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00393588/file/qda2.pdf

zbMATH Keywords

kernel estimatorconditional quantilesheavy-tail distributionsextreme-values

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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