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Extreme Quantile Estimation Based on the Tail Single-index Model

Authors :
Wen Xu
Deyuan Li
Huixia Judy Wang
Source :
Statistica Sinica.
Publication Year :
2022
Publisher :
Statistica Sinica (Institute of Statistical Science), 2022.

Subjects

Subjects :
Statistics and Probability
Estimation
Single-index model
Statistics
Statistics, Probability and Uncertainty
Mathematics
Quantile

Details

ISSN :
10170405
Database :
OpenAIRE
Journal :
Statistica Sinica
Accession number :
edsair.doi...........9266d0947b0c0506946c1076956ee0ed
Full Text :
https://doi.org/10.5705/ss.202020.0051
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