Estimation of extreme conditional quantiles under a general tail-first-order condition
DOI10.1007/S10463-019-00713-7zbMATH Open1446.62118OpenAlexW2905648946WikidataQ128061434 ScholiaQ128061434MaRDI QIDQ778874FDOQ778874
Authors: Laurent Gardes, Armelle Guillou, Claire Roman 
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
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Nonparametric regression and quantile regression (62G08) Reliability and life testing (62N05) Statistics of extreme values; tail inference (62G32) Applications of statistics to physics (62P35) Seismology (including tsunami modeling), earthquakes (86A15)
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- Regression Quantiles
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- A local moment type estimator for the extreme value index in regression with random covariates
- Uniform in bandwidth consistency of kernel regression estimators at a fixed point
- Quantile splines with several covariates
- A test procedure for detecting super-heavy tails
- Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
- A local moment type estimator for an extreme quantile in regression with random covariates
Cited In (5)
- Estimation of extreme conditional quantiles
- Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
- Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
- A local moment type estimator for an extreme quantile in regression with random covariates
- Estimation of conditional laws given an extreme component
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