Extreme quantile estimation for partial functional linear regression models with heavy‐tailed distributions
DOI10.1002/cjs.11653zbMath1492.62089OpenAlexW3193656667MaRDI QIDQ5094293
Ri-quan Zhang, Weixin Yao, Yehua Li, Hanbing Zhu, Bai-Sen Liu
Publication date: 2 August 2022
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11653
heavy-tailed distributionextreme value theoryfunctional principal component analysisfunctional dataextreme quantilepartial functional linear regression
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Functional data analysis (62R10) Statistics of extreme values; tail inference (62G32)
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