Estimation and Inference of Extremal Quantile Treatment Effects for Heavy-Tailed Distributions
type: Item
instance of: scholarly article
title: Estimation and Inference of Extremal Quantile Treatment Effects for Heavy-Tailed Distributions
DOI: 10.1080/01621459.2023.2252141
author: Q6631717
author: Jinzhou Li
author: Sebastian Engelke
author: Marloes H. Maathuis
published in: Journal of the American Statistical Association
publication date: 2024-11-01T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7937809
MaRDI profile type: Publication
cites work: Q3540680
cites work: Tail index estimation, concentration and adaptivity
cites work: Extremal quantile regression
cites work: Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
cites work: Empirical probability plots and statistical inference for nonlinear models in the two-sample case
cites work: Selecting the optimal sample fraction in univariate extreme value estimation
cites work: Q4343010
cites work: Efficient Semiparametric Estimation of Quantile Treatment Effects
cites work: Max-linear models on directed acyclic graphs
cites work: Causal discovery in heavy-tailed models
cites work: A simple general approach to inference about the tail of a distribution
cites work: Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
cites work: The role of the propensity score in estimating dose-response functions
cites work: Q4125587
cites work: Estimating catastrophic quantile levels for heavy-tailed distributions
cites work: Causal mechanism of extreme river discharges in the upper Danube basin network
cites work: Heavy-Tail Phenomena
cites work: Q5445400
cites work: The central role of the propensity score in observational studies for causal effects
cites work: Estimation of High Conditional Quantiles for Heavy-Tailed Distributions
cites work: Extreme Quantile Estimation Based on the Tail Single-index Model
cites work: Extremal quantile treatment effects
description: scientific article; zbMATH DE number 7937809