High-order conditional quantile estimation based on nonparametric models of regression
Year of publication: |
2015
|
---|---|
Authors: | Martins-Filho, Carlos ; Yao, Feng ; Torero, Máximo |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 6/10, p. 907-958
|
Subject: | Conditional quantile | Extreme value theory | Generalized Pareto distribution | Nonparametric regression | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Ausreißer | Outliers | Statistische Verteilung | Statistical distribution |
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