Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles

From MaRDI portal
Publication:274159

DOI10.1016/J.SPL.2016.01.024zbMath1383.62152OpenAlexW2267084101MaRDI QIDQ274159

Feng Yang He, Tie Jun Tong, Ye Bin Cheng

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




Related Items (6)




Cites Work




This page was built for publication: Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles