Quantile predictions for elliptical random fields

DOI10.1016/J.JMVA.2017.04.007MaRDI QIDQ2011511zbMATH OpenOpenAlexFDO

Authors Véronique Maume-Deschamps, Didier Rullière, Antoine Usseglio-Carleve

Publication date 3 August 2017

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2017.04.007

zbMATH Keywords

elliptical distributionextremal quantileKrigingquantile regressionspatial prediction

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Directional data; spatial statistics (62H11) Inference from spatial processes (62M30)

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Cites work

• A new family of slash-distributions with elliptical contours
• Bayesian Prediction of Transformed Gaussian Random Fields
• Consistency property of elliptical probability density functions
• Consistent scoring functions for quantiles
• Estimation of Extreme Quantiles for Functions of Dependent Random Variables
• Estimation of extreme quantiles from heavy and light tailed distributions
• Multivariate extremes, aggregation and dependence in elliptical distributions
• Multivariate generalized Laplace distribution and related random fields
• Multivariate T-Distributions and Their Applications
• On the theory of elliptically contoured distributions
• Regression Quantiles
• Spatial prediction and ordinary kriging
• Strong asymptotic equivalence and inversion of functions in the class \(K_c\)
• The Kotz-type distribution with applications

Cited in

(5)

• Spatial expectile predictions for elliptical random fields
• Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors
• Random forest estimation of conditional distribution functions and conditional quantiles
• On elliptical quantiles in the quantile regression setup
• The conditional higher moment risk measure for extreme risks

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