Estimation and uncertainty quantification for extreme quantile regions

DOI10.1007/s10687-019-00364-0zbMath1466.62291arXiv1904.08251OpenAlexW2995616440WikidataQ126563628 ScholiaQ126563628MaRDI QIDQ73765

Boris Beranger, Scott A. Sisson, Scott A. Sisson, Boris Beranger, Simone A. Padoan

Publication date: 16 December 2019

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.08251

zbMATH Keywords

Bernstein polynomialsair pollutionBayesian nonparametricsextremal dependencemax-stable distributionsextreme quantile regions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32) Large deviations (60F10)

Related Items (6)

Environmental contours as Voronoi cells ⋮ On dealing with the unknown population minimum in parametric inference ⋮ Reference Priors for the Generalized Extreme Value Distribution ⋮ Estimation of multivariate tail quantities ⋮ A modeler's guide to extreme value software ⋮ ExtremalDep

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