Extremal Random Forests
From MaRDI portal
Publication:6651413
DOI10.1080/01621459.2023.2300522MaRDI QIDQ6651413
Sebastian Engelke, Nicola Gnecco, Unnamed Author
Publication date: 10 December 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Greedy function approximation: A gradient boosting machine.
- Estimation of extreme quantiles from heavy and light tailed distributions
- Estimation of the conditional tail index using a smoothed local Hill estimator
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
- Additive models for quantile regression: model selection and confidence bands
- Generalized random forests
- Exceedance probability of the integral of a stochastic process
- Estimation of the extreme-value index and generalized quantile plots
- Existence and consistency of the maximum likelihood estimator for the extreme value index
- Optimal rates of convergence for nonparametric estimators
- Residual life time at great age
- Statistical inference using extreme order statistics
- A simple general approach to inference about the tail of a distribution
- Bayesian approach to parameter estimation of the generalized Pareto distribution
- Limiting forms of the frequency distribution of the largest or smallest member of a sample.
- Kernel estimators of extreme level curves
- Optimal global rates of convergence for nonparametric regression
- Asymptotics for Lasso-type estimators.
- On maximum likelihood estimation of the extreme value index.
- Likelihood-based inference for extreme value model
- Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis
- Improving precipitation forecasts using extreme quantile regression
- Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
- Extremal quantile regression
- Consistency of random forests
- Sur la distribution limite du terme maximum d'une série aléatoire
- Estimation of Extreme Conditional Quantiles Through Power Transformation
- Nonparametric regression estimation of conditional tails: the random covariate case
- Maximum likelihood estimation in a class of nonregular cases
- Local Linear Quantile Regression
- Regression Quantiles
- Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
- Semiparametric Estimation of Regression Quantiles with Application to Standardizing Weight for Height and Age in US Children
- Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
- Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
- Nonparametric estimation of extreme conditional quantiles
- Estimation of High Conditional Quantiles for Heavy-Tailed Distributions
- Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts
- Tail Index Regression
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
- Extremal behaviour of aggregated data with an application to downscaling
- Generalized Additive Modelling of Sample Extremes
- High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
- Random forests
- Stochastic gradient boosting.
- Gradient boosting for extreme quantile regression
- A refined Weissman estimator for extreme quantiles
- The Elements of Statistical Learning
This page was built for publication: Extremal Random Forests