Nonparametric smoothing for extremal quantile regression with heavy tailed data
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Publication:5066201
zbMATH Open1483.62079MaRDI QIDQ5066201FDOQ5066201
Authors: Takuma Yoshida 
Publication date: 29 March 2022
Full work available at URL: https://www.ine.pt/revstat/pdf/REVSTAT_v19-n3-03.pdf
Recommendations
asymptotic normalityextreme value theorynonparametric estimatorextrapolationextremal quantile regression
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
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Cited In (4)
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