Estimation of Extreme Conditional Quantiles Through Power Transformation
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Publication:2861818
DOI10.1080/01621459.2013.820134OpenAlexW2047269915WikidataQ57425834 ScholiaQ57425834MaRDI QIDQ2861818FDOQ2861818
Authors: Huixia Judy Wang, Deyuan Li 
Publication date: 11 November 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2013.820134
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Cited In (36)
- A nonparametric estimator for the conditional tail index of Pareto-type distributions
- A local moment type estimator for the extreme value index in regression with random covariates
- Bayesian joint-quantile regression
- A two-stage procedure to pool information across quantile levels in linear quantile regression
- Nonparametric inference on smoothed quantile regression process
- Extremal quantile autoregression for heavy-tailed time series
- Extreme value modeling under power normalization
- Reprint: Hypothesis testing on high dimensional quantile regression
- Hypothesis testing on high dimensional quantile regression
- A weighted linear quantile regression
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models
- Estimation of high conditional quantiles using the Hill estimator of the tail index
- Depth level set estimation and associated risk measures
- A nonparametric approach for quantile regression
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- Estimation of spatio-temporal extreme distribution using a quantile factor model
- Statistical inference on a changing extreme value dependence structure
- Tail index varying coefficient model
- Fixed-k Inference for Conditional Extremal Quantiles
- Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes
- A semiparametric Gumbel regression model for analyzing longitudinal data with non-normal tails
- Extreme Quantile Estimation for Autoregressive Models
- Copula-based conditional tail indices
- Estimation of extreme quantiles from heavy-tailed distributions with neural networks
- GMM quantile regression
- Improving precipitation forecasts using extreme quantile regression
- Extremal Random Forests
- Online prediction of extreme conditional quantiles via B-spline interpolation
- Best subset selection for high-dimensional non-smooth models using iterative hard thresholding
- Robust estimation and regression with parametric quantile functions
- Empirical likelihood based inference for conditional Pareto-type tail index
- Parametric estimation of non-crossing quantile functions
- Extreme Quantile Estimation Based on the Tail Single-index Model
- Testing the Multivariate Regular Variation Model
- Panel quantile regression for extreme risk
- Gumbel regression models for a monotone increasing continuous biomarker subject to measurement error
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