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Communications in Statistics - Theory and Methods Volume 46, 2017 - Issue 1
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Original Articles

A local moment type estimator for an extreme quantile in regression with random covariates

Yuri GoegebeurDepartment of Mathematics and Computer Science, University of Southern Denmark, Odense M, DenmarkCorrespondence[email protected]
,
Armelle GuillouInstitut Recherche Mathématique Avancée, UMR 7501, Université de Strasbourg et CNRS, Strasbourg cedex, France
&
Michael OsmannDepartment of Mathematics and Computer Science, University of Southern Denmark, Odense M, Denmark
Pages 319-343 | Received 18 Mar 2014, Accepted 19 Nov 2014, Published online: 30 Sep 2016

Citations (6)

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Read on this site (2)

Abdelaati Daouia, Irène Gijbels & Gilles Stupfler. (2022) Extremile Regression. Journal of the American Statistical Association 117:539, pages 1579-1586.
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Takuma Yoshida. (2021) Extreme value inference for quantile regression with varying coefficients. Communications in Statistics - Theory and Methods 50:3, pages 685-710.
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Articles from other publishers (4)

Stéphane Girard, Gilles Stupfler & Antoine Usseglio‐Carleve. (2020) Nonparametric extreme conditional expectile estimation. Scandinavian Journal of Statistics 49:1, pages 78-115.
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Takuma Yoshida. (2020) Additive models for extremal quantile regression with Pareto-type distributions. AStA Advances in Statistical Analysis 105:1, pages 103-134.
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Laurent Gardes, Armelle Guillou & Claire Roman. (2019) Estimation of extreme conditional quantiles under a general tail-first-order condition. Annals of the Institute of Statistical Mathematics 72:4, pages 915-943.
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Hansjörg Albrecher, Jan Beirlant & Jozef L. Teugels. 2017. Reinsurance. Reinsurance 309 345 .

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