Online prediction of extreme conditional quantiles via B-spline interpolation
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Publication:6657809
DOI10.1007/S11222-024-10515-4MaRDI QIDQ6657809
Yanxi Hou, Jian Wang, Zhengpin Li
Publication date: 7 January 2025
Published in: Statistics and Computing (Search for Journal in Brave)
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32)
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