Estimation of Extreme Conditional Quantiles Through Power Transformation

DOI10.1080/01621459.2013.820134WikidataQ57425834 ScholiaQ57425834MaRDI QIDQ2861818

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

zbMATH Keywords

quantile regression; heavy-tailed distribution; extreme value; high quantile; Box-Cox power transformation

Mathematics Subject Classification ID

62-XX: Statistics

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