Nonparametric estimation of extreme conditional quantiles-Reference-Cited by-同舟云学术

Nonparametric estimation of extreme conditional quantiles

Published:2004-08 Issue:8 Volume:74 Page:567-580
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Beirlant Jan¹,Wet Tertius De²,Goegebeur Yuri³

Affiliation:

1. a Department of Mathematics , K.U. Leuven , Celestijnenlaan 200B, 3001 Heverlee, Belgium

2. b Department of Statistics and Actuarial Science , University of Stellenbosch , Private Bag X1, Matieland 7602, South Africa

3. c Department of Applied Economics , K.U. Leuven, Naamsestraat 69, 3000 Leuven and University Centre for Statistics , K.U. Leuven, de Croylaan 54, 3001 Heverlee, Belgium

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949650310001623407

Reference21 articles.

1. Local Polynomial Estimation in Multiparameter Likelihood Models

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