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scientific article; zbMATH DE number 7499631

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7499631

Statements

scholarly article

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publication date

29 March 2022

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full work available at URL

https://www.ine.pt/revstat/pdf/REVSTAT_v19-n3-03.pdf

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zbMATH Keywords

asymptotic normality

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extrapolation

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extremal quantile regression

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extreme value theory

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nonparametric estimator

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Asymptotic properties of best 𝐿₂[0,1] approximation by splines with variable knots

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Local polynomial maximum likelihood estimation for Pareto-type distributions.

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Statistics of Extremes

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Nonparametric estimation of extreme conditional quantiles

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Nonparametric estimation of smoothed principal components analysis of sampled noisy functions

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Extremal quantile regression

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Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks

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Efficient Estimation of an Additive Quantile Regression Model

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Asymptotic properties of penalized spline estimators

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An introduction to statistical modeling of extreme values

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On kernel smoothing for extremal quantile regression

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Kernel estimators of extreme level curves

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Inverses of Band Matrices and Local Convergence of Spline Projections

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Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles

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Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors

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Statistics of Heteroscedastic Extremes

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Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions

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Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels

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Functional nonparametric estimation of conditional extreme quantiles

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On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles

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A local moment type estimator for an extreme quantile in regression with random covariates

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Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles

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Nonparametric Estimation of an Additive Quantile Regression Model

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$\ell_1$ Trend Filtering

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Limiting distributions for \(L_1\) regression estimators under general conditions

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Additive models for quantile regression: model selection and confidence bands

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Regression Quantiles

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Quantile smoothing splines

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Backfitting and smooth backfitting for additive quantile models

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Local Linear Additive Quantile Regression

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A Nonparametric Regression Approach to Syringe Grading for Quality Improvement

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A statistical perspective on ill-posed inverse problems (with discussion)

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Nonparametric<i>M</i>-quantile regression using penalised splines

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Adaptive piecewise polynomial estimation via trend filtering

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Estimation of High Conditional Quantiles for Heavy-Tailed Distributions

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Estimation of Parameters and Larger Quantiles Based on the k Largest Observations

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Asymptotics for penalized spline estimators in quantile regression

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GACV for quantile smoothing splines

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Local asymptotics for regression splines and confidence regions

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5066201

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