Inference for extremal regression with dependent heavy-tailed data (Q6183770)
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scientific article; zbMATH DE number 7783531
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for extremal regression with dependent heavy-tailed data |
scientific article; zbMATH DE number 7783531 |
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Inference for extremal regression with dependent heavy-tailed data (English)
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4 January 2024
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conditional quantiles
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conditional expectiles
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extreme value analysis
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heavy tails
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inference
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mixing
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nonparametric regression
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