Estimation of extreme conditional quantiles under a general tail-first-order condition

DOI10.1007/s10463-019-00713-7zbMath1446.62118OpenAlexW2905648946WikidataQ128061434 ScholiaQ128061434MaRDI QIDQ778874

Laurent Gardes, Claire Roman, Armelle Guillou

Publication date: 20 July 2020

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-019-00713-7

zbMATH Keywords

asymptotic normalityextreme quantileearthquake magnitudelocal estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32) Seismology (including tsunami modeling), earthquakes (86A15) Applications of statistics to physics (62P35) Reliability and life testing (62N05)

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