Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
From MaRDI portal
Publication:500814
DOI10.1214/14-AIHP624zbMath1326.62089MaRDI QIDQ500814
Armelle Guillou, Yuri Goegebeur, Gilles Stupfler
Publication date: 5 October 2015
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aihp/1435759245
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62G32: Statistics of extreme values; tail inference
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