High quantile regression for extreme events
type: Item
instance of: scholarly article
title: High quantile regression for extreme events
author: Mei-Ling Huang
author: Christine Nguyen
published in: Journal of Statistical Distributions and Applications
publication date: 2018-01-19T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 6827740
zbMATH Keywords: bivariate Pareto distribution
zbMATH Keywords: conditional quantile
zbMATH Keywords: extreme value distribution
zbMATH Keywords: generalized Pareto distribution
zbMATH Keywords: linear programming
zbMATH Keywords: weighted loss function
MaRDI profile type: Publication
full work available at URL: s40488-017-0058-3
OpenAlex ID: W2611918680
Wikidata QID: Q59522390
cites work: Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
cites work: Q5485944
cites work: Q3998716
cites work: A weighted linear quantile regression
cites work: Q3413299
cites work: Regression Quantiles
cites work: Goodness of Fit and Related Inference Processes for Quantile Regression
cites work: Q4751798
cites work: Q3428623
cites work: Multivariate Pareto Distributions
cites work: Statistical inference using extreme order statistics
cites work: Q4863755
cites work: Q4727203
DOI: 10.1186/S40488-017-0058-3
description: scientific article; zbMATH DE number 6827740