Improving precipitation forecasts using extreme quantile regression
DOI10.1007/s10687-019-00355-1zbMath1434.62058arXiv1806.05429OpenAlexW2963483783MaRDI QIDQ2283052
Geurt Jongbloed, Maurice Schmeits, Juan-Juan Cai, Jasper Velthoen
Publication date: 27 December 2019
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.05429
asymptoticsextreme conditional quantilelocal linear quantile regressionextreme precipitationforecast skillstatistical post-processing
Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)
Related Items (4)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
- Functional nonparametric estimation of conditional extreme quantiles
- Kernel estimators of extreme level curves
- On spatial extremes: with application to a rainfall problem
- On kernel smoothing for extremal quantile regression
- Estimation of Extreme Conditional Quantiles Through Power Transformation
- A local moment type estimator for the extreme value index in regression with random covariates
- Local Linear Quantile Regression
- NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY
- Nonparametric estimation of extreme conditional quantiles
- Estimation of High Conditional Quantiles for Heavy-Tailed Distributions
- UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL
- On the theory of order statistics
This page was built for publication: Improving precipitation forecasts using extreme quantile regression