Estimation of High Conditional Quantiles for Heavy-Tailed Distributions

DOI10.1080/01621459.2012.716382zbMath1258.62053OpenAlexW2137922946WikidataQ57429680 ScholiaQ57429680MaRDI QIDQ4904723

Deyuan Li, Xuming He, Huixia Judy Wang

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

zbMATH Keywords

extreme valuesquantile regressionextrapolationdownscalinghigh quantiles

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)

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