On kernel smoothing for extremal quantile regression
From MaRDI portal
Publication:2435253
DOI10.3150/12-BEJ466zbMath1281.62097arXiv1312.5123MaRDI QIDQ2435253
Stéphane Girard, Laurent Gardes, Abdelaati Daouia
Publication date: 4 February 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.5123
62G08: Nonparametric regression and quantile regression
62E20: Asymptotic distribution theory in statistics
62P30: Applications of statistics in engineering and industry; control charts
62G32: Statistics of extreme values; tail inference
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