Nonparametric estimation of extreme conditional quantiles with functional covariate

DOI10.1007/s10114-018-7095-9zbMath1407.62163OpenAlexW2807117272MaRDI QIDQ1633844

Ye Bin Cheng, Tie Jun Tong, Feng Yang He

Publication date: 21 December 2018

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-018-7095-9

zbMATH Keywords

extreme value theorynonparametric modelingextreme conditional quantilefunctional covariate

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Related Items

Extreme quantile regression for tail single-index varying-coefficient models

Cites Work

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