Estimation of Extreme Conditional Quantiles Through Power Transformation

From MaRDI portal
Publication:2861818

DOI10.1080/01621459.2013.820134OpenAlexW2047269915WikidataQ57425834 ScholiaQ57425834MaRDI QIDQ2861818

Huixia Judy Wang, Deyuan Li

Publication date: 11 November 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2013.820134




Related Items

Estimation of high conditional quantiles using the Hill estimator of the tail indexExtreme Quantile Estimation Based on the Tail Single-index ModelA local moment type estimator for the extreme value index in regression with random covariatesGMM quantile regressionBayesian joint-quantile regressionExtremal quantile autoregression for heavy-tailed time seriesEstimation of extreme quantiles from heavy-tailed distributions with neural networksDepth level set estimation and associated risk measuresNonparametric inference on smoothed quantile regression processPanel quantile regression for extreme riskReprint: Hypothesis testing on high dimensional quantile regressionHypothesis testing on high dimensional quantile regressionEmpirical likelihood based inference for conditional Pareto-type tail indexStatistical inference on a changing extreme value dependence structureCopula-based conditional tail indicesAdditive models for extremal quantile regression with Pareto-type distributionsRobust estimation and regression with parametric quantile functionsEstimation of spatio-temporal extreme distribution using a quantile factor modelA nonparametric approach for quantile regressionImproving precipitation forecasts using extreme quantile regressionA two-stage procedure to pool information across quantile levels in linear quantile regressionA nonparametric estimator for the conditional tail index of Pareto-type distributionsA weighted linear quantile regressionGumbel regression models for a monotone increasing continuous biomarker subject to measurement errorExtreme conditional expectile estimation in heavy-tailed heteroscedastic regression modelsTail index varying coefficient model



Cites Work


This page was built for publication: Estimation of Extreme Conditional Quantiles Through Power Transformation