Extreme quantile estimation for partial functional linear regression models with heavy-tailed distributions

DOI10.1002/CJS.11653zbMATH Open1492.62089OpenAlexW3193656667MaRDI QIDQ5094293FDOQ5094293

Authors: H. B. Zhu, Yehua Li, Baisen Liu, Weixin Yao, Riquan Zhang 

Publication date: 2 August 2022

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11653

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zbMATH Keywords

functional dataextreme value theoryfunctional principal component analysisextreme quantileheavy-tailed distributionpartial functional linear regression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Statistics of extreme values; tail inference (62G32) Estimation in multivariate analysis (62H12) Functional data analysis (62R10)

Cited In (4)

• Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
• Estimation of high conditional quantiles for heavy-tailed distributions
• Partially functional linear quantile regression model and variable selection with censoring indicators MAR
• Inference for extremal regression with dependent heavy-tailed data

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