Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles
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Publication:497490
DOI10.1007/s10687-015-0219-zzbMath1327.62323OpenAlexW802711817MaRDI QIDQ497490
Jean-Marie Tricot, Gilles Durrieu, Quang-Khoai Pham, I. G. Grama
Publication date: 24 September 2015
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-015-0219-z
adaptive estimationenvironmentnonparametric estimationextreme conditional quantiletail conditional probabilities
Nonparametric regression and quantile regression (62G08) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)
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