Additive models for extremal quantile regression with Pareto-type distributions
Author:
Funder
KAKENHI
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Modelling and Simulation,Statistics and Probability,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s10182-020-00386-1.pdf
Reference47 articles.
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2. Beirlant, J., Geogebeur, Y., Segers, J., Teugels, J.: Statistics of extremes: theory and applications. Wiley, New York (2004)
3. Beirlant, J., Goegebeur, Y.: Local polynomial maximum likelihood estimation for Pareto-type distributions. J. Multivar. Anal. 89, 97–118 (2004)
4. Buja, A., Hastie, T., Tibshirani, R.: Linear smoothers and additive models (with discussion). Ann. Stat. 17, 453–555 (1989)
5. Chernozhukov, V.: Extremal quantile regression. Ann. Stat. 33, 806–839 (2005)
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