An integrated functional Weissman estimator for conditional extreme quantiles
It is well-known that estimating extreme quantiles, namely, quantiles lying beyond the range of the available data, is a nontrivial problem that involves the analysis of tail behavior through the estimation of the extreme-value index. For heavy-tailed distributions, on which this paper focuses, the...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatica
2017
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| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/41028/ |