Estimation of high conditional quantiles for heavy-tailed distributions
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Publication:4904723
DOI10.1080/01621459.2012.716382zbMATH Open1258.62053OpenAlexW2137922946WikidataQ57429680 ScholiaQ57429680MaRDI QIDQ4904723FDOQ4904723
Authors: Huixia Judy Wang, Deyuan Li, Xuming He 
Publication date: 31 January 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2012.716382
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Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)
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- Panel quantile regression for extreme risk
- A new extreme quantile estimator for heavy-tailed distributions
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