Additive models for extremal quantile regression with Pareto-type distributions

DOI10.1007/s10182-020-00386-1zbMath1477.62103OpenAlexW3108232030MaRDI QIDQ2245665

Takuma Yoshida

Publication date: 15 November 2021

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-020-00386-1

zbMATH Keywords

asymptotic normalityextrapolationextreme value theoryadditive modelextremal quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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