Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Extremal Random Forests - MaRDI portal

Extremal Random Forests (Q6651413)

From MaRDI portal

Jump to:navigation, search

This is the item page for this Wikibase entity, intended for internal use and editing purposes.

Please use this page instead for the normal view: Extremal Random Forests

scientific article; zbMATH DE number 7956510

Language	Label	Description	Also known as
English	Extremal Random Forests	scientific article; zbMATH DE number 7956510

Statements

scholarly article

0 references

Extremal Random Forests (English)

0 references

0 references

0 references

Sebastian Engelke

0 references

Journal of the American Statistical Association

0 references

publication date

10 December 2024

0 references

MaRDI profile type

0 references

A refined Weissman estimator for extreme quantiles

0 references

Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure

0 references

Generalized random forests

0 references

Residual life time at great age

0 references

Nonparametric estimation of extreme conditional quantiles

0 references

Estimation of the extreme-value index and generalized quantile plots

0 references

0 references

0 references

0 references

Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis

0 references

Generalized Additive Modelling of Sample Extremes

0 references

Extremal quantile regression

0 references

Likelihood-based inference for extreme value model

0 references

Kernel estimators of extreme level curves

0 references

0 references

Bayesian approach to parameter estimation of the generalized Pareto distribution

0 references

Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework

0 references

On maximum likelihood estimation of the extreme value index.

0 references

Estimation of extreme quantiles from heavy and light tailed distributions

0 references

Extremal behaviour of aggregated data with an application to downscaling

0 references

Exceedance probability of the integral of a stochastic process

0 references

Limiting forms of the frequency distribution of the largest or smallest member of a sample.

0 references

Greedy function approximation: A gradient boosting machine.

0 references

Stochastic gradient boosting.

0 references

Asymptotics for Lasso-type estimators.

0 references

Estimation of the conditional tail index using a smoothed local Hill estimator

0 references

0 references

Sur la distribution limite du terme maximum d'une série aléatoire

0 references

Nonparametric regression estimation of conditional tails: the random covariate case

0 references

Uniform asymptotic properties of a nonparametric regression estimator of conditional tails

0 references

The Elements of Statistical Learning

0 references

Semiparametric Estimation of Regression Quantiles with Application to Standardizing Weight for Height and Age in US Children

0 references

A simple general approach to inference about the tail of a distribution

0 references

Additive models for quantile regression: model selection and confidence bands

0 references

Regression Quantiles

0 references

High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression

0 references

0 references

Statistical inference using extreme order statistics

0 references

Consistency of random forests

0 references

Maximum likelihood estimation in a class of nonregular cases

0 references

Optimal rates of convergence for nonparametric estimators

0 references

Optimal global rates of convergence for nonparametric regression

0 references

Improving precipitation forecasts using extreme quantile regression

0 references

Gradient boosting for extreme quantile regression

0 references

Estimation and Inference of Heterogeneous Treatment Effects using Random Forests

0 references

Tail Index Regression

0 references

Estimation of Extreme Conditional Quantiles Through Power Transformation

0 references

Estimation of High Conditional Quantiles for Heavy-Tailed Distributions

0 references

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

0 references

Censored Median Regression Using Weighted Empirical Survival and Hazard Functions

0 references

Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts

0 references

Local Linear Quantile Regression

0 references

Existence and consistency of the maximum likelihood estimator for the extreme value index

0 references

Identifiers

10.1080/01621459.2023.2300522

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6651413

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6651413&oldid=40614524"