Functional kernel estimators of large conditional quantiles
From MaRDI portal
Publication:1950877
DOI10.1214/12-EJS727zbMath1295.62052arXiv1107.2261MaRDI QIDQ1950877
Stéphane Girard, Laurent Gardes
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.2261
heavy-tailed distributions; extreme-value theory; conditional quantiles; functional kernel estimator
62E20: Asymptotic distribution theory in statistics
62G30: Order statistics; empirical distribution functions
62G32: Statistics of extreme values; tail inference
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