Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles
DOI10.1007/S10687-015-0219-ZzbMATH Open1327.62323OpenAlexW802711817MaRDI QIDQ497490FDOQ497490
Authors: Gilles Durrieu, Quang-Khoai Pham, J.-M. Tricot, Ion Grama 
Publication date: 24 September 2015
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-015-0219-z
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nonparametric estimationadaptive estimationextreme conditional quantileenvironmenttail conditional probabilities
Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)
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Cited In (14)
- Extreme value analysis within a parametric outlier detection framework
- A modeler's guide to extreme value software
- Heavy-Tailed Density Estimation
- Extreme value inference for quantile regression with varying coefficients
- Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality
- Additive models for extremal quantile regression with Pareto-type distributions
- On the maximum penalized full likelihood approach for Cox model with extreme value for heavily censored survival data
- Correcting for Endogeneity in Models with Bunching
- Design-adaptive nonparametric estimation of conditional quantile derivatives
- A nonparametric statistical procedure for the detection of marine pollution
- Nonparametric smoothing for extremal quantile regression with heavy tailed data
- Cyber risk frequency, severity and insurance viability
- On a discrete symmetric optimal associated kernel for estimating count data distributions
- Estimation of extreme survival probabilities with Cox model
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