Quantile predictions for elliptical random fields

DOI10.1016/j.jmva.2017.04.007zbMath1368.60040OpenAlexW2608838270MaRDI QIDQ2011511

Véronique Maume-Deschamps, Antoine Usseglio-Carleve, Didier Rullière

Publication date: 3 August 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2017.04.007

zbMATH Keywords

quantile regressionspatial predictionKrigingelliptical distributionextremal quantile

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Random fields (60G60) Inference from spatial processes (62M30) Gaussian processes (60G15)

Related Items (3)

Spatial expectile predictions for elliptical random fields ⋮ Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors ⋮ Random forest estimation of conditional distribution functions and conditional quantiles

Cites Work

• Estimation of extreme quantiles from heavy and light tailed distributions
• Multivariate generalized Laplace distribution and related random fields
• On the theory of elliptically contoured distributions
• Consistency property of elliptical probability density functions
• A new family of slash-distributions with elliptical contours
• Regression Quantiles
• Bayesian Prediction of Transformed Gaussian Random Fields
• The Kotz-type distribution with applications
• Multivariate extremes, aggregation and dependence in elliptical distributions
• Multivariate T-Distributions and Their Applications
• Estimation of Extreme Quantiles for Functions of Dependent Random Variables
• Consistent scoring functions for quantiles
• Spatial prediction and ordinary kriging
• Strong asymptotic equivalence and inversion of functions in the class \(K_c\)

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