High quantile regression for extreme events (Q1690455)
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scientific article; zbMATH DE number 6827740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High quantile regression for extreme events |
scientific article; zbMATH DE number 6827740 |
Statements
High quantile regression for extreme events (English)
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19 January 2018
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bivariate Pareto distribution
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conditional quantile
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extreme value distribution
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generalized Pareto distribution
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linear programming
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weighted loss function
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