Additive models for extremal quantile regression with Pareto-type distributions

DOI10.1007/S10182-020-00386-1zbMATH Open1477.62103OpenAlexW3108232030MaRDI QIDQ2245665FDOQ2245665

Authors: Takuma Yoshida 

Publication date: 15 November 2021

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-020-00386-1

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zbMATH Keywords

asymptotic normalityextreme value theoryadditive modelextrapolationextremal quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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Cited In (1)

• Mixed model-based additive models for sample extremes

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