Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
DOI10.1016/J.SPL.2016.01.024zbMATH Open1383.62152OpenAlexW2267084101MaRDI QIDQ274159FDOQ274159
Authors: Fengyang He, Yebin Cheng, Tiejun Tong 
Publication date: 22 April 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.01.024
Recommendations
- Estimation of extreme conditional quantiles
- Nonparametric estimation of extreme conditional quantiles
- Estimation of extreme conditional quantiles under a general tail-first-order condition
- Estimation of high conditional quantiles for heavy-tailed distributions
- Extreme quantile estimation for partial functional linear regression models with heavy-tailed distributions
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
Cites Work
- Extremal quantile regression
- Extreme value theory. An introduction.
- Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimation of high conditional quantiles for heavy-tailed distributions
- Understanding Relationships Using Copulas
- Kernel estimators of extreme level curves
- On kernel smoothing for extremal quantile regression
- Local Likelihood Smoothing of Sample Extremes
Cited In (11)
- Title not available (Why is that?)
- Extremal quantile autoregression for heavy-tailed time series
- Extremal quantile regression
- Estimation of high conditional quantiles for heavy-tailed distributions
- Extreme value inference for quantile regression with varying coefficients
- Additive models for extremal quantile regression with Pareto-type distributions
- Simultaneous confidence bands for extremal quantile regression with splines
- Title not available (Why is that?)
- Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes
- Estimation for Extreme Conditional Quantiles of Functional Quantile Regression
- Regression estimators based on conditional quantiles
This page was built for publication: Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q274159)
