scientific article; zbMATH DE number 7142730

zbMath1428.62129MaRDI QIDQ5205513

Laurent Gardes, Gilles Stupfler

Publication date: 12 December 2019

Full work available at URL: https://www.ine.pt/revstat/pdf/REVSTAT_v17-n1-6.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic normalityheavy-tailed distributiontail indexextreme quantilefunctional random covariate

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (5)

Efficient estimation of partially linear tail index models using B‐splines ⋮ Gradient boosting for extreme quantile regression ⋮ Improving precipitation forecasts using extreme quantile regression ⋮ Semi-parametric estimation of multivariate extreme expectiles ⋮ A nonparametric estimator for the conditional tail index of Pareto-type distributions

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