An integrated functional Weissman estimator for conditional
extreme quantiles

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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...

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Bibliographic Details
Main Authors:	Gardes, Laurent, Stupfler, Gilles
Format:	Article
Language:	English
Published:	Instituto Nacional de Estatica 2017
Subjects:	Heavy-tailed distribution functional random covariate extreme quantile tail index asymptotic normality
Online Access:	https://eprints.nottingham.ac.uk/41028/

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