Extreme quantile regression in a proportional tail framework

zbMath1476.62085arXiv2002.01740MaRDI QIDQ3385365

Davit Varron, Benjamin Bobbia, Clément Dombry

Publication date: 18 December 2021

Full work available at URL: https://arxiv.org/abs/2002.01740

zbMATH Keywords

empirical processesextreme value theorycoupling methods

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

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