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Online prediction of extreme conditional quantiles via B-spline interpolation (Q6657809)

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scientific article; zbMATH DE number 7962602
Language Label Description Also known as
English
Online prediction of extreme conditional quantiles via B-spline interpolation
scientific article; zbMATH DE number 7962602

    Statements

    title
    Online prediction of extreme conditional quantiles via B-spline interpolation (English)
    0 references
    author
    Zhengpin Li
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    Jian Wang
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    Yanxi Hou
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    publication date
    7 January 2025
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    zbMATH Keywords
    extreme conditional quantile
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    generalized Pareto distribution
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    quantile regression
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    B-splines
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    cites work
    Regression Quantiles
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    Identifiers

    Mathematics Subject Classification ID
    62-08
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    62G08
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    62G32
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    zbMATH DE Number
    7962602
    0 references
     
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