Time-Variant Nonparametric Extreme Quantile Estimation with Application to Us Temperature Data

DOI10.37920/SASJ.2021.55.2.1MaRDI QIDQ5164144zbMATH OpenOpenAlexFDO

Authors M. S. R. Chowdhury, Bogdan Gadidov, Linh A. Le, Yan Wang, Lewis N. Vanbrackle III

Publication date 9 November 2021

Published in South African Statistical Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.37920/sasj.2021.55.2.1

zbMATH Keywords

bandwidthkernellocal polynomialsquantile regressionspline

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to environmental and related topics (62P12) Geostatistics (86A32)

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Cited in

(2)

• Parametric models for distributions when interest is in extremes with an application to daily temperature
• Two-step smoothing estimation of the time-variant parameter with application to temperature data

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